Nonlinear recursive estimation of volatility via estimating functions (Q643388): Difference between revisions
From MaRDI portal
Latest revision as of 15:03, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonlinear recursive estimation of volatility via estimating functions |
scientific article |
Statements
Nonlinear recursive estimation of volatility via estimating functions (English)
0 references
28 October 2011
0 references
estimating functions
0 references
GARCH
0 references
RCA
0 references
recursive estimation
0 references
nonlinear time series
0 references
0 references
0 references