Question
ARIMA/GARCH accuracy 1. How to test accuracy for ARIMA? Is it mean squared error applied to tune parameter? 2. For GARCH, it measure variance. Do
ARIMA/GARCH accuracy
1. How to test accuracy for ARIMA? Is it mean squared error applied to tune parameter?
2. For GARCH, it measure variance. Do we measure mean square error on variance to tune parameter?
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Introductory Real Analysis
Authors: A N Kolmogorov, S V Fomin, Richard A Silverman
1st Edition
0486134741, 9780486134741
