Autoregressive Conditional Density Estimation (Q4319212)
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scientific article; zbMATH DE number 709804
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Autoregressive Conditional Density Estimation |
scientific article; zbMATH DE number 709804 |
Statements
Autoregressive Conditional Density Estimation (English)
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1 March 1995
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Student's t distribution
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skewed Student t conditional distribution
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ARCH model
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parametric specifications for conditional dependence
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conditional density
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0.8558696508407593
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0.8269030451774597
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0.8183817267417908
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0.8132737874984741
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0.8071327805519104
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