Autoregression and ARCH GARCH models

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To understand ARCH and GARCH models, starting with autoregression is a recommended approach. A solid foundation in statistics is beneficial, especially since the individual has a background in Mathematics and Physics. Resources such as academic links or textbooks on time series analysis are suggested for deeper insights. The discussion emphasizes the importance of grasping the basics of statistical concepts before diving into these advanced models. Engaging with recommended materials will facilitate a smoother learning process.
hayyan1
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Hello guys, I need to understand the ARCH and GARCH models and so I need some advice on where I should begin my study. In order to understand ARCH models, am I right to begin with studying autoregression? If so can you guys provide me with a link or book I should look into...

By the way, I have a masters degree in Mathematics and Physics, but I have not covered any statistics in my degree. This shouldn't be a problem, I don't think, because I know the basics of stats and probability.

Thanks
 
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Thanks Ill check that out
 

Thread 'Formal derivation of statement from Peano Arithmetic system'

I was reading a Bachelor thesis on Peano Arithmetic (PA). PA has the following axioms (not including the induction schema): $$\begin{align} & (A1) ~~~~ \forall x \neg (x + 1 = 0) \nonumber \\ & (A2) ~~~~ \forall xy (x + 1 =y + 1 \to x = y) \nonumber \\ & (A3) ~~~~ \forall x (x + 0 = x) \nonumber \\ & (A4) ~~~~ \forall xy (x + (y +1) = (x + y ) + 1) \nonumber \\ & (A5) ~~~~ \forall x (x \cdot 0 = 0) \nonumber \\ & (A6) ~~~~ \forall xy (x \cdot (y + 1) = (x \cdot y) + x) \nonumber...
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