QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE
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Publication:5176760
DOI10.1111/JTSA.12065zbMath1311.62159OpenAlexW1754585309MaRDI QIDQ5176760
Publication date: 3 March 2015
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12065
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and spectral analysis (62M15)
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