- autoregressive conditional heteroscedastic model
- условно гетероскедастичная авторегрессионная модель
The New English-Russian Dictionary of Radio-electronics. F.V Lisovsky . 2005.
The New English-Russian Dictionary of Radio-electronics. F.V Lisovsky . 2005.
Heteroscedasticity — In statistics, a sequence or a vector of random variables is heteroskedastic, or heteroscedastic, if the random variables have different variances. The complementary concept is called homoskedasticity. The term means differing variance and comes… … Wikipedia