Asymmetric beta-binomial GARCH models for time series with bounded support

DOI10.1016/J.AMC.2024.128556WikidataQ129449440 ScholiaQ129449440MaRDI QIDQ6130112FDOQ6130112

Authors:

Publication date: 18 April 2024

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

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zbMATH Keywords

parameter estimationbounded supportasymmetric modelbeta-binomial GARCH modelpositive and negative observation

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Parametric inference (62Fxx) Inference from stochastic processes (62Mxx)

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