Structural Laplace Transform and Compound Autoregressive Models
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Publication:3440747
DOI10.1111/j.1467-9892.2006.00479.xzbMath1112.62090OpenAlexW2169213174MaRDI QIDQ3440747
Christian Gouriéroux, Serge Darolles, Joanna Jasiak
Publication date: 29 May 2007
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.15.7898
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Laplace transform (44A10)
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