Asymptotic theory for fractionally integrated asymmetric power ARCH models (Q452996): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:19, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for fractionally integrated asymmetric power ARCH models |
scientific article |
Statements
Asymptotic theory for fractionally integrated asymmetric power ARCH models (English)
0 references
18 September 2012
0 references
long memory
0 references
GARCH
0 references
quasi-maximum likelihood
0 references
time series
0 references
