scientific article; zbMATH DE number 5188998
From MaRDI portal
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)
Related Items (6)
Autoregressive approaches to import-export time series. I: Basic techniques ⋮ Autoregressive approaches to import-export time series. II: A concrete case study ⋮ Time-dependent relations between gaps and returns in a Bitcoin order book ⋮ Control charts based on fuzzy costs for monitoring short autocorrelated time series ⋮ Identification of stable elementary bilinear time-series model ⋮ Generalized Riemann hypothesis, time series and normal distributions
This page was built for publication: