Local Explosion Modelling by Non-Causal Process
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Publication:5743241
DOI10.1111/rssb.12193zbMath1411.62252OpenAlexW2346794745MaRDI QIDQ5743241
Christian Gouriéroux, Jean-Michel Zakoian
Publication date: 9 May 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/71105/1/MPRA_paper_71105.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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