Data cloning estimation of GARCH and COGARCH models (Q5220829): Difference between revisions

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Latest revision as of 03:47, 22 July 2024

scientific article; zbMATH DE number 7183168
Language Label Description Also known as
English
Data cloning estimation of GARCH and COGARCH models
scientific article; zbMATH DE number 7183168

    Statements

    Data cloning estimation of GARCH and COGARCH models (English)
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    27 March 2020
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    GARCH model
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    continuous-time GARCH process
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    Lévy process
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    COGARCH model
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    data cloning
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    Bayesian inference
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    MCMC algorithm
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