State space estimation for long memory AFRIMA-GARCH models (Q2916232)
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: State space estimation for long memory AFRIMA-GARCH models |
scientific article; zbMATH DE number 6090796
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | State space estimation for long memory AFRIMA-GARCH models |
scientific article; zbMATH DE number 6090796 |
Statements
5 October 2012
0 references
maximum likelihood estimation
0 references
missing data
0 references
state space representation
0 references
State space estimation for long memory AFRIMA-GARCH models (English)
0 references
0.8142864108085632
0 references
0.8142864108085632
0 references
0.7933547496795654
0 references
0.7856853008270264
0 references
0.7803183794021606
0 references
