In econometrics,
an<unk>  (ARCH,
Engle (1982)) model considers the variance of the current error term to be a function of the variances of the previous time period's error terms. ARCH relates the error variance to the square of a previous period's error. It is employed commonly in modeling financial time series that exhibit time-varying volatility clustering, i.e. periods of swings followed by periods of relative calm.
Autoregressive conditional heteroskedasticity
Expressivity
Autocorrelation
Autocovariance
Dose-response relationship
Dominance relationship
Covariance matrix
Weibull distribution