Conditionally heteroscedastic unobserved component models and their reduced form (Q974179)
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scientific article; zbMATH DE number 5712860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditionally heteroscedastic unobserved component models and their reduced form |
scientific article; zbMATH DE number 5712860 |
Statements
Conditionally heteroscedastic unobserved component models and their reduced form (English)
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27 May 2010
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state space models
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non-Gaussian distributions
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excess kurtosis
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autocorrelations of squares
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