Estimation of SEM with GARCH errors
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Publication:1927102
DOI10.1016/j.csda.2012.03.006zbMath1254.91755OpenAlexW2058306302MaRDI QIDQ1927102
Ilir Roko, Andi Kabili, Jaya Krishnakumar
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:41670
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Non-Markovian processes: estimation (62M09)
Uses Software
Cites Work
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