We consider a stationary AR(1) process with ARCH(1) errors given by the stochastic difference equation $X_{t}=\alpha X_{t-1}+\sqrt{\beta +\lambda X_{t-1}^{2 ...
Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...
Trevor J. Hefley, Kristin M. Broms, Brian M. Brost, Frances E. Buderman, Shannon L. Kay, Henry R. Scharf, John R. Tipton, Perry J. Williams and Mevin B. Hooten Analyzing ecological data often requires ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback