A light-tailed conditionally heteroscedastic model with applications to river flows (Q3608186)
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scientific article; zbMATH DE number 5520678
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| English | A light-tailed conditionally heteroscedastic model with applications to river flows |
scientific article; zbMATH DE number 5520678 |
Statements
A light-tailed conditionally heteroscedastic model with applications to river flows (English)
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28 February 2009
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GARCH-type models
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nonlinear time series
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quasi-maximum likelihood estimation
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extreme value theory
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river flow modelling
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0.7592989206314087
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0.7429365515708923
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0.7365554571151733
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0.7346866726875305
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