A multimomental ARMA model: initial formulation and a case study (Q5856845)
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scientific article; zbMATH DE number 7329266
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| English | A multimomental ARMA model: initial formulation and a case study |
scientific article; zbMATH DE number 7329266 |
Statements
29 March 2021
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time series
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skewness
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method of moments
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Gaussian mixture
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GARCH
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0.7730380892753601
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0.7730380892753601
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0.7712027430534363
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0.7597357034683228
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