On a Mixture GARCH Time-Series Model (Q3440750): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Mixture GARCH Time-Series Model |
scientific article |
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On a Mixture GARCH Time-Series Model (English)
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29 May 2007
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stationary solution
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moments
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covariance
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heavy tails
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EM-algorithm
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