• In econometrics, the autoregressive conditional heteroskedasticity (ARCH) model is a statistical model for time series data that describes the variance...
    23 KB (3,837 words) - 12:33, 15 January 2025
  • In statistics, econometrics, and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it can be used...
    34 KB (5,421 words) - 03:27, 4 February 2025
  • Thumbnail for Homoscedasticity and heteroscedasticity
    White, Halbert (1980). "A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity". Econometrica. 48 (4): 817–838...
    27 KB (3,197 words) - 00:51, 2 May 2025
  • variances are important parts of autoregressive conditional heteroskedasticity (ARCH) models. The conditional variance of a random variable Y given another...
    6 KB (1,099 words) - 10:03, 4 June 2024
  • Thumbnail for Partial autocorrelation function
    role in data analysis aimed at identifying the extent of the lag in an autoregressive (AR) model. The use of this function was introduced as part of the Box–Jenkins...
    9 KB (1,129 words) - 01:22, 26 May 2025
  • In the statistical analysis of time series, autoregressive–moving-average (ARMA) models are a way to describe a (weakly) stationary stochastic process...
    19 KB (2,461 words) - 18:47, 14 April 2025
  • Thumbnail for Time series
    changes of variance over time (heteroskedasticity). These models represent autoregressive conditional heteroskedasticity (ARCH) and the collection comprises...
    43 KB (5,025 words) - 15:47, 14 March 2025
  • Thumbnail for Logistic regression
    be to predict the likelihood of a homeowner defaulting on a mortgage. Conditional random fields, an extension of logistic regression to sequential data...
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  • interpreted within the context of information theory. Bayes factor Conditional entropy Conditional probability Empirical likelihood Likelihood principle Likelihood-ratio...
    64 KB (8,546 words) - 13:13, 3 March 2025
  • Thumbnail for Median
    {\displaystyle t\mapsto F_{X|Y=y}^{-1}(t)} is the inverse of the conditional cdf (i.e., conditional quantile function) of x ↦ F X | Y ( x | y ) {\displaystyle...
    63 KB (8,010 words) - 23:47, 14 June 2025
  • Thumbnail for Student's t-distribution
    ISBN 9780412039911. Park SY, Bera AK (2009). "Maximum entropy autoregressive conditional heteroskedasticity model". Journal of Econometrics. 150 (2): 219–230. doi:10...
    55 KB (6,423 words) - 06:46, 1 June 2025
  • Cross-correlation (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain...
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  • Thumbnail for Principal component analysis
    Cross-correlation (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain...
    117 KB (14,851 words) - 06:44, 17 June 2025
  • Thumbnail for Standard deviation
    standard deviation of a slice of the multivariate distribution (i.e. the conditional distribution) along the line in the direction of the unit vector η ^...
    59 KB (8,235 words) - 23:08, 17 June 2025
  • importance of conditional probability by writing "I wish to call attention to ... and especially the theory of conditional probabilities and conditional expectations...
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  • Thumbnail for Correlation
    elements of the matrix are equal to each other. On the other hand, an autoregressive matrix is often used when variables represent a time series, since correlations...
    39 KB (5,359 words) - 04:50, 11 June 2025
  • Thumbnail for Quality control
    Cross-correlation (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain...
    13 KB (1,044 words) - 18:46, 20 June 2025
  • Thumbnail for Bar chart
    Cross-correlation (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain...
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  • Thumbnail for Log-normal distribution
    Park, Sung Y.; Bera, Anil K. (2009). "Maximum entropy autoregressive conditional heteroskedasticity model" (PDF). Journal of Econometrics. 150 (2): 219–230...
    90 KB (12,551 words) - 22:45, 22 May 2025
  • Thumbnail for Exponential distribution
    Park, Sung Y.; Bera, Anil K. (2009). "Maximum entropy autoregressive conditional heteroskedasticity model" (PDF). Journal of Econometrics. 150 (2). Elsevier:...
    43 KB (6,647 words) - 17:34, 15 April 2025
  • Thumbnail for Pearson correlation coefficient
    Cross-correlation (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain...
    58 KB (8,398 words) - 20:34, 9 June 2025
  • Thumbnail for Chi-squared test
    Cross-correlation (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain...
    22 KB (2,432 words) - 16:59, 17 March 2025
  • series models Autoregressive conditional heteroskedasticity (ARCH) model Autoregressive integrated moving average (ARIMA) model Autoregressive (AR) model...
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  • Thumbnail for Continuous uniform distribution
    Park, Sung Y.; Bera, Anil K. (2009). "Maximum entropy autoregressive conditional heteroskedasticity model". Journal of Econometrics. 150 (2): 219–230. CiteSeerX 10...
    28 KB (4,230 words) - 23:30, 5 April 2025
  • of Finance, May 1982 V. 37: #2 1982 – Robert Engle, Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of U.K. Inflation, Seminal...
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  • Thumbnail for Least squares
    parameter estimates and residuals will also be normally distributed conditional on the values of the independent variables. It is necessary to make assumptions...
    36 KB (5,243 words) - 23:15, 19 June 2025
  • Cross-correlation (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain...
    5 KB (634 words) - 13:41, 27 October 2024
  • Cross-correlation (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain...
    13 KB (1,720 words) - 09:30, 21 May 2025
  • Thumbnail for Data collection
    Cross-correlation (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain...
    9 KB (992 words) - 10:14, 20 May 2025
  • Thumbnail for Density estimation
    concentration), one conditional on the presence of diabetes, the second conditional on the absence of diabetes, and the third not conditional on diabetes. The...
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