Noise indicator autoregressive conditional heteroskedastic process with applications in modeling actual time series

MaRDI QIDQ5038650zbMATH OpenFDO

Authors Milan Randjelović, Tijana Kevkić, Vladica Stojanović

Publication date 7 October 2022

zbMATH Keywords

applicationARCH processesCCF methodnoise indicatorparameters estimation

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to physics (62P35)

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