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« asymptotic confidence bands for the estimated autocovariance and autocorrelationfunctions of vector autoregressive models » , by g. coenen , january 2000 .
« asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models » door g. coenen , januari 2000 .
9 « asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models » , by g. coenen , january 2000 .
9 . « asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models » door g. coenen , januari 2000 .
these models represent autoregressive conditional heteroskedasticity (arch) and the collection comprises a wide variety of representation (garch, tarch, egarch, figarch, cgarch, etc.).
dit zijn de autoregressieve heteroskedastische (arch) modellen en deze vertegenwoordigen een grote verzameling van modellen (bijvoorbeeld garch en tarch).