Discrete‐Time Approximation of a Cogarch(<i>p</i>,<i>q</i>) Model and its Estimation (Q4684340)
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scientific article; zbMATH DE number 6945472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete‐Time Approximation of a Cogarch(<i>p</i>,<i>q</i>) Model and its Estimation |
scientific article; zbMATH DE number 6945472 |
Statements
Discrete‐Time Approximation of a Cogarch(<i>p</i>,<i>q</i>) Model and its Estimation (English)
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28 September 2018
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COGRAPH(\(p,q\)) process
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Skorokhod distance
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pseudo log-likelihood estimation
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irregularly spaced time series data
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