Inference for asymmetric exponentially weighted moving average models (Q5111784)
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scientific article; zbMATH DE number 7205086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for asymmetric exponentially weighted moving average models |
scientific article; zbMATH DE number 7205086 |
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Inference for asymmetric exponentially weighted moving average models (English)
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27 May 2020
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asymmetric EWMA model
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maximum likelihood estimation
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non-stationarity
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volatility model
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