Data cloning estimation of GARCH and COGARCH models (Q5220829)
From MaRDI portal
scientific article; zbMATH DE number 7183168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data cloning estimation of GARCH and COGARCH models |
scientific article; zbMATH DE number 7183168 |
Statements
Data cloning estimation of GARCH and COGARCH models (English)
0 references
27 March 2020
0 references
GARCH model
0 references
continuous-time GARCH process
0 references
Lévy process
0 references
COGARCH model
0 references
data cloning
0 references
Bayesian inference
0 references
MCMC algorithm
0 references
