Contribution to statistical inference in ARMA-GARCH random field modeling

DOI10.56947/GJOM.V20I2.3157MaRDI QIDQ6931222zbMATH OpenFDO

Authors Soumia Kharfouchi

Publication date 10 September 2025

Published in Gulf Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.56947/GJOM.V20I2.3157

zbMATH Keywords

2D ARMA-GARCH modelconsistencyGQMLheteroscedasticityspatial datavolatility

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40)

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