LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336)
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scientific article; zbMATH DE number 7491157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise |
scientific article; zbMATH DE number 7491157 |
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LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (English)
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16 March 2022
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G-GARCH-model
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AR model
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heavy tails
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LADE
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