Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models (Q5867708)
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scientific article; zbMATH DE number 7584977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models |
scientific article; zbMATH DE number 7584977 |
Statements
Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models (English)
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14 September 2022
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ARMA-GARCH models
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stable distributions
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parameter estimation
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simulation
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