Estimating parameters of a \(k\)-factor GIGARCH process (Q1887011)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimating parameters of a \(k\)-factor GIGARCH process |
scientific article; zbMATH DE number 2118301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating parameters of a \(k\)-factor GIGARCH process |
scientific article; zbMATH DE number 2118301 |
Statements
Estimating parameters of a \(k\)-factor GIGARCH process (English)
0 references
23 November 2004
0 references