Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation
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Publication:2219432
zbMath1457.62280MaRDI QIDQ2219432
Charline Uwilingiyimana, Carlos Ogouyandjou, Abdou Kâ Diongue
Publication date: 20 January 2021
Published in: Afrika Statistika (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.as/1610593218
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10)
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