A new time domain estimation of \(k\)-factors GARMA processes
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Publication:1759427
DOI10.1016/j.crma.2012.10.019zbMath1365.62344OpenAlexW2078368376MaRDI QIDQ1759427
Euloge F. Kouamé, Ouagnina Hili
Publication date: 20 November 2012
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2012.10.019
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
Cites Work
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