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Inference and prediction for ARCH time series via innovation distribution function

Published Online: 2024-11-11

Published Print: 2025-03

Authors

Zhong, Chen

Zhang, Yuanyuan

Yang, Lijian https://orcid.org/0000-0003-3894-873X
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (12171269, 12301357)

China Postdoctoral Science Foundation (2023M732544, 2023M742711)
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Text and Data Mining valid from 2024-11-11

Version of Record valid from 2024-11-11
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Article History

Received: 11 October 2023

Accepted: 4 September 2024

First Online: 11 November 2024

Document is current