Limit experiments of GARCH (Q408085)
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scientific article; zbMATH DE number 6019033
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Limit experiments of GARCH |
scientific article; zbMATH DE number 6019033 |
Statements
Limit experiments of GARCH (English)
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29 March 2012
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COGARCH
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Le Cam's deficiency distance
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random thinning
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statistical equivalence
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time series
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0.8991613984107971
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0.8513892889022827
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0.8484392166137695
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0.8259141445159912
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0.8182011246681213
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