Estimating stable latent factor models by indirect inference (Q1754526)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating stable latent factor models by indirect inference |
scientific article |
Statements
Estimating stable latent factor models by indirect inference (English)
0 references
31 May 2018
0 references
symmetric multivariate \(\alpha\)-stable distribution
0 references
latent factor models
0 references
indirect inference
0 references
multivariate Student's \(t\) distribution
0 references
discrete spectral measures
0 references
GARCH models
0 references
0 references
0 references
0 references
