ARCH(1) analysis on heteroscedasticity in time history data

Presentation information

第I部門

Thu. Sep 15, 2022 9:30 AM - 10:50 AM I-6 (吉田南４号館　４共２０)

Chair: Minoru Noda

9:50 AM - 10:00 AM

*Tetsuya Kitagawa¹ (1. Hosei University)

Keywords:AutoRegressive Conditional Heteroscedasticity, Box-Cox transform, time history data, daily maximum wind speed, heteroscedasticity

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