Conditional heteroscedasticity has often been used in modelling and understanding the variability of statistical data. Under a general set-up which includes nonlinear time series models as a special ...

The LOGEST function calculates an exponential curve that fits your data and returns an array of values that describes the curve. Learn how to use it.

We propose the structure of heteroscedastic variances by using some specified variance functions and some covariates with unknown parameters. Under this setting, we construct moment-type estimators of ...