Open AccessError process estimation of arch (1) model corrupted by ar(1) procees
Author(s) -
Daniel Eni
Publication year - 2007
Language(s) - English
Resource type - Journals
ISSN - 1596-6208
DOI - 10.4314/gjmas.v6i1.21406
Subject(s) - autocovariance , arch , process (computing) , estimation , autoregressive model , computer science , algorithm , mathematics , statistics , geography , engineering , mathematical analysis , archaeology , systems engineering , fourier transform , operating system