On the distribution estimation of power threshold GARCH processes (Q2817307)
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scientific article; zbMATH DE number 6620531
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| English | On the distribution estimation of power threshold GARCH processes |
scientific article; zbMATH DE number 6620531 |
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30 August 2016
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finite dimensional laws
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threshold GARCH processes
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On the distribution estimation of power threshold GARCH processes (English)
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0.8130505681037903
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0.8106079697608948
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0.781777024269104
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0.781777024269104
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0.7747869491577148
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