scientific article; zbMATH DE number 5188998
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Publication:5758063
zbMath1148.62075MaRDI QIDQ5758063
Jürgen Wolters, Gebhard Kirchgaessner
Publication date: 7 September 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
ARCH modelsforecastingautoregressive processesnonstationary processesstationary processesGranger causalityunit root testsGARCH modelsinformation criteriaARMA processesmoving average processesvector autoregressive processesstationary testscointegrated processes
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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