Andrius Škarnulis
From MaRDI portal
Person:4554599
Available identifiers
zbMath Open skarnulis.andriusMaRDI QIDQ4554599
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE | 2018-11-09 | Paper |
QMLE for Quadratic ARCH Model with Long Memory | 2017-07-21 | Paper |
A generalized nonlinear model for long memory conditional heteroscedasticity | 2017-07-14 | Paper |
Quasi-MLE for quadratic ARCH model with long memory | 2015-09-21 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Andrius Škarnulis