Technologies and Engineering
Technologies and Engineering
ISSN 2786-5371 e-ISSN 2786-538X
DOI: 10.30857/2786-5371
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Tetyana Demkivska

Kyiv National University of Technologies and Design

01011, 2 Mala Shyianovska Str., Kyiv, Ukraine

http://orcid.org/0000-0002-2176-163X

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open access

Keywords: time series, heteroscedastic process, volatility, model construction, adequacy criteria, autocorrelation function, partial autocorrelation function

Method of development of heteroskedastic processes models

Petro Bidyuk, Yevgen Demkivskiy, Tetyana Demkivska

https://doi.org/DOI:10.30857/1813-6796.2020.1.2

Suggested citation

Bidyuk, P., Demkivskiy, Y., & Demkivska, T. (2020). Method of development of heteroskedastic processes models. Technologies and Engineering, 21(1), 19-26. https://doi.org/DOI:10.30857/1813-6796.2020.1.2
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  • 26.02.2020
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  • Technologies and Engineering - Vol. 21, No. 1, 2020