Asymptotic theory for fractionally integrated asymmetric power ARCH models (Q452996): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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| Property / zbMATH DE Number: 6083678 / rank | |||
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long memory | |||
| Property / zbMATH Keywords: long memory / rank | |||
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GARCH | |||
| Property / zbMATH Keywords: GARCH / rank | |||
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quasi-maximum likelihood | |||
| Property / zbMATH Keywords: quasi-maximum likelihood / rank | |||
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time series | |||
| Property / zbMATH Keywords: time series / rank | |||
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Revision as of 10:52, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for fractionally integrated asymmetric power ARCH models |
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Asymptotic theory for fractionally integrated asymmetric power ARCH models (English)
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18 September 2012
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long memory
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GARCH
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quasi-maximum likelihood
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time series
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