Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905): Difference between revisions

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Latest revision as of 03:50, 22 July 2024

scientific article; zbMATH DE number 7183225
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English
Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models
scientific article; zbMATH DE number 7183225

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    Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (English)
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    27 March 2020
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    stable distributions
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    R-GARCH
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    R-GARCH-\(t\)
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    time series
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    indirect estimation
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