Functional ARCH and GARCH models: a Yule-Walker approach
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Publication:2219213
DOI10.1214/20-EJS1778OpenAlexW3123499150MaRDI QIDQ2219213
Publication date: 19 January 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1607742365
Asymptotic properties of parametric estimators (62F12) Stationary stochastic processes (60G10) Linear operators on function spaces (general) (47B38)
Related Items (3)
Estimation of functional ARMA models ⋮ Change point analysis of covariance functions: a weighted cumulative sum approach ⋮ Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
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Cites Work
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