State space estimation for long memory AFRIMA-GARCH models (Q2916232)
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scientific article; zbMATH DE number 6090796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State space estimation for long memory AFRIMA-GARCH models |
scientific article; zbMATH DE number 6090796 |
Statements
5 October 2012
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maximum likelihood estimation
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missing data
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state space representation
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State space estimation for long memory AFRIMA-GARCH models (English)
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