Integer‐valued asymmetric garch modeling
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Publication:5012864
DOI10.1111/jtsa.12605zbMath1476.62185OpenAlexW3164318219MaRDI QIDQ5012864
Publication date: 25 November 2021
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12605
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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