Generalized ARMA models with martingale difference errors (Q888346)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalized ARMA models with martingale difference errors |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized ARMA models with martingale difference errors |
scientific article |
Statements
Generalized ARMA models with martingale difference errors (English)
0 references
30 October 2015
0 references
beta time series
0 references
ergodicity
0 references
gamma time series
0 references
Gaussian pseudo-likelihood
0 references
realized volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
