مرکز منطقه ای اطلاع رساني علوم و فناوري - Some statistical results on autoregressive conditionally heteroscedastic models

Title of article :

Some statistical results on autoregressive conditionally heteroscedastic models

Author/Authors :

Esmeralda Gonçalves، نويسنده , , NazareMendes Lopes، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

193

To page :

202

Keywords :

Conditionally heteroscedastic time series , Arrna models , Stationarity , White noise , Test , forecasting

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

1998

Journal title :

Journal of Statistical Planning and Inference

Record number :

218496

Link To Document :