Inference for asymmetric exponentially weighted moving average models (Q5111784)

From MaRDI portal
scientific article; zbMATH DE number 7205086
Language Label Description Also known as
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)
    0 references
    0 references
    0 references
    27 May 2020
    0 references
    asymmetric EWMA model
    0 references
    maximum likelihood estimation
    0 references
    non-stationarity
    0 references
    volatility model
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references