Timeline for ARMA GARCH estimation process in practice
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Dec 10, 2019 at 20:56 | comment | added | Richard Hardy | @baibo, I wish I had one. Typically, once proves properties that are present, not the ones that are missing (like in this case). | |
| Dec 10, 2019 at 19:29 | comment | added | baibo | Hi @richard-hardy Would you be able to provide some book reference for this as well? To be honest what you are saying makes complete sense, but I am asking in case someone needs to use this for a homework/paper and would like to state this fact directly? Otherwise they would need to prove it for themselves of course... | |
| Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/
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| Apr 2, 2015 at 16:53 | vote | accept | m3div0 | ||
| Mar 26, 2015 at 12:30 | history | answered | Richard Hardy | CC BY-SA 3.0 |