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Tree-structured generalized autoregressive conditional heteroscedastic models
| Content Provider | Scilit |
|---|---|
| Author | Audrino, Francesco Buhlmann, Peter |
| Copyright Year | 2001 |
| Description | Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology) |
| Ending Page | 744 |
| Starting Page | 727 |
| ISSN | 2573508X |
| e-ISSN | 14679868 |
| DOI | 10.1111/1467-9868.00309 |
| Journal | Journal of the Royal Statistical Society: Series B (Statistical Methodology) |
| Issue Number | 4 |
| Volume Number | 63 |
| Language | English |
| Publisher | Wiley-Blackwell |
| Publisher Date | 2001-11-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology) Soil Science Conditional Variance Financial Time Series Generalized Autoregressive Conditional Heteroscedastic Model Maximum Likelihood Threshold Model Tree Model |
| Content Type | Text |
| Resource Type | Article |
| Subject | Statistics and Probability Statistics, Probability and Uncertainty |