Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
Copyright policy )Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
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- University of Montreal Canada
Time series, auto-correlation, regression, etc. in statistics (GARCH), multivariate time series, wavelet spectrum estimator, kernel spectrum estimator, Inference from stochastic processes and spectral analysis, Monte Carlo methods, Nontrigonometric harmonic analysis involving wavelets and other special systems, autoregressive conditional heteroskedasticity
Time series, auto-correlation, regression, etc. in statistics (GARCH), multivariate time series, wavelet spectrum estimator, kernel spectrum estimator, Inference from stochastic processes and spectral analysis, Monte Carlo methods, Nontrigonometric harmonic analysis involving wavelets and other special systems, autoregressive conditional heteroskedasticity
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