Nonlinear recursive estimation of volatility via estimating functions (Q643388)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear recursive estimation of volatility via estimating functions |
scientific article |
Statements
Nonlinear recursive estimation of volatility via estimating functions (English)
0 references
28 October 2011
0 references
estimating functions
0 references
GARCH
0 references
RCA
0 references
recursive estimation
0 references
nonlinear time series
0 references
