Generalized ARMA models with martingale difference errors (Q888346)
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scientific article; zbMATH DE number 6502494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized ARMA models with martingale difference errors |
scientific article; zbMATH DE number 6502494 |
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Generalized ARMA models with martingale difference errors (English)
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30 October 2015
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beta time series
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ergodicity
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gamma time series
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Gaussian pseudo-likelihood
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realized volatility
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