Publication:4709775
From MaRDI portal
zbMath1015.62088MaRDI QIDQ4709775
Paolo Vidoni, Giovanni Fonseca, Marco Ferrante
Publication date: 23 June 2003
simulations; stationary processes; threshold model; estimating functions; autoregressive conditional heteroskedasticity; invariant probability
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
62M05: Markov processes: estimation; hidden Markov models
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