Inference for asymmetric exponentially weighted moving average models (Q5111784)
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scientific article; zbMATH DE number 7205086
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| default for all languages | No label defined |
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| English | Inference for asymmetric exponentially weighted moving average models |
scientific article; zbMATH DE number 7205086 |
Statements
Inference for asymmetric exponentially weighted moving average models (English)
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27 May 2020
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asymmetric EWMA model
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maximum likelihood estimation
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non-stationarity
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volatility model
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0.7383775115013123
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0.7308751344680786
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0.7228691577911377
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0.7178318500518799
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0.7146515846252441
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