On the Distribution Estimation of Power Threshold Garch Processes (Q2817307)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Distribution Estimation of Power Threshold Garch Processes |
scientific article |
Statements
On the Distribution Estimation of Power Threshold Garch Processes (English)
0 references
30 August 2016
0 references
finite dimensional laws
0 references
threshold GARCH processes
0 references
0 references