Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213)
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scientific article; zbMATH DE number 7298078
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| English | Functional ARCH and GARCH models: a Yule-Walker approach |
scientific article; zbMATH DE number 7298078 |
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Functional ARCH and GARCH models: a Yule-Walker approach (English)
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19 January 2021
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parameter estimation
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stationary solutions
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Yule-Walker equation
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