Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models (Q6148890)
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scientific article; zbMATH DE number 7787420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models |
scientific article; zbMATH DE number 7787420 |
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Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models (English)
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12 January 2024
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inference without moments
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quasi-maximum likelihood
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semi-strong GARCH
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stochastic recurrence equation
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