Portmanteau test based on the ARFIMA-GARCH model (Q4640611)
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scientific article; zbMATH DE number 6874490
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| English | Portmanteau test based on the ARFIMA-GARCH model |
scientific article; zbMATH DE number 6874490 |
Statements
25 May 2018
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ARFIMA-GARCH model
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portmanteau test
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quasi-maximum exponential likelihood estimation
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0.8617494106292725
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0.8237413763999939
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0.8133019804954529
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0.8113919496536255
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0.7977985739707947
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