An autoregressive model based on the generalized hyperbolic distribution (Q5136962)
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scientific article; zbMATH DE number 7279462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An autoregressive model based on the generalized hyperbolic distribution |
scientific article; zbMATH DE number 7279462 |
Statements
An autoregressive model based on the generalized hyperbolic distribution (English)
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30 November 2020
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autoregressive model
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conditional heteroscedasticity
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generalized hyperbolic distribution
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nonlinear time series
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skewness
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