Generalized ARMA models with martingale difference errors (Q888346): Difference between revisions

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Revision as of 23:29, 10 July 2024

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Generalized ARMA models with martingale difference errors
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    Generalized ARMA models with martingale difference errors (English)
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    30 October 2015
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    beta time series
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    ergodicity
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    gamma time series
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    Gaussian pseudo-likelihood
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    realized volatility
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