Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309)
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scientific article; zbMATH DE number 7954731
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional sum of squares estimation of \(k\)-factor GARMA models |
scientific article; zbMATH DE number 7954731 |
Statements
Conditional sum of squares estimation of \(k\)-factor GARMA models (English)
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5 December 2024
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Gegenbauer processes
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asymptotic distributions
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long memory
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equity trading volume
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bootstrap tests
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