Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213)
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: Functional ARCH and GARCH models: a Yule-Walker approach |
scientific article; zbMATH DE number 7298078
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Functional ARCH and GARCH models: a Yule-Walker approach |
scientific article; zbMATH DE number 7298078 |
Statements
Functional ARCH and GARCH models: a Yule-Walker approach (English)
0 references
19 January 2021
0 references
parameter estimation
0 references
stationary solutions
0 references
Yule-Walker equation
0 references
0 references
0 references
0 references
0 references
