Distributional properties and parameters estimation of GSB Process: An approach based on characteristic functions

zbMath1347.62202arXiv1608.08482MaRDI QIDQ2818780

Gradimir V. Milovanović, Gordana Jelić, Vladica S. Stojanović

Publication date: 8 September 2016

Full work available at URL: https://arxiv.org/abs/1608.08482

zbMATH Keywords

empirical characteristic function estimationnoise indicatorGSB processsplit-MA processSTOPBREAK process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Noise-indicator nonnegative integer-valued autoregressive time series of the first order ⋮ A class of polynomials and connections with Bernoulli's numbers

Uses Software

• Unnamed Item
• normtest

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