Quasi-likelihood estimation in volatility models for semi-continuous time series (Q6636843)
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scientific article; zbMATH DE number 7942719
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-likelihood estimation in volatility models for semi-continuous time series |
scientific article; zbMATH DE number 7942719 |
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Quasi-likelihood estimation in volatility models for semi-continuous time series (English)
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12 November 2024
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non-negative time series
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hurdle GARCH model
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semi-continuous data
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quasi-likelihood
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bootstrap prediction
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