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scientific article; zbMATH DE number 6445223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6445223 |
Statements
12 June 2015
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COGARCH(1,1) models
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maximum likelihood estimation
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consistency
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asymptotic normality
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sampling scheme
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irregular time spaces
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