Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905)
From MaRDI portal
scientific article; zbMATH DE number 7183225
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models |
scientific article; zbMATH DE number 7183225 |
Statements
Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (English)
0 references
27 March 2020
0 references
stable distributions
0 references
R-GARCH
0 references
R-GARCH-\(t\)
0 references
time series
0 references
indirect estimation
0 references
