Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905): Difference between revisions
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scientific article; zbMATH DE number 7183225
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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