Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic (Q5073401)
From MaRDI portal
scientific article; zbMATH DE number 7522685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic |
scientific article; zbMATH DE number 7522685 |
Statements
Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic (English)
0 references
6 May 2022
0 references
expectation-maximization algorithm
0 references
local influence
0 references
maximum likelihood methods
0 references
Monte Carlo simulation
0 references
non-normality
0 references
times-series models
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
