Product autoregressive models for non-negative variables
type: Item
instance of: scholarly article
title: Product autoregressive models for non-negative variables
zbMATH Open document ID: 1316.60048
published in: Statistics \& Probability Letters
publication date: 2012-09-11T00:00:00Z
full work available at URL: http://dyuthi.cusat.ac.in/purl/4725
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6080947
zbMATH Keywords: accept-reject algorithm
zbMATH Keywords: conditional least squares
zbMATH Keywords: ergodic sequences
zbMATH Keywords: gamma distribution
zbMATH Keywords: product models
describes a project that uses: FinTS
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2101529099
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cites work: Q5563135
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cites work: MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
cites work: Analysis of Financial Time Series
DOI: 10.1016/J.SPL.2012.04.022
author: B. Abraham
author: N. Balakrishna
description: scientific article; zbMATH DE number 6080947