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
10
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