Estimating stable latent factor models by indirect inference (Q1754526): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:52, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating stable latent factor models by indirect inference |
scientific article |
Statements
Estimating stable latent factor models by indirect inference (English)
0 references
31 May 2018
0 references
symmetric multivariate \(\alpha\)-stable distribution
0 references
latent factor models
0 references
indirect inference
0 references
multivariate Student's \(t\) distribution
0 references
discrete spectral measures
0 references
GARCH models
0 references
