Nonlinear least squares estimation of Log-ACD models (Q1782029)
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scientific article; zbMATH DE number 6938644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear least squares estimation of Log-ACD models |
scientific article; zbMATH DE number 6938644 |
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Nonlinear least squares estimation of Log-ACD models (English)
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18 September 2018
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Log-ACD model
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nonlinear least squares estimation
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Log-GARCH model
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heavy-tail
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