Local Covariance Estimation Using Costationarity
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Publication:2787357
DOI10.1007/978-1-4939-0569-0_6zbMath1332.62313MaRDI QIDQ2787357
Publication date: 25 February 2016
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10026.1/13473
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Uses Software