Fourier-type estimation of the power GARCH model with stable-Paretian innovations
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Publication:288103
DOI10.1007/s00184-015-0560-xzbMath1349.62400OpenAlexW1957275247MaRDI QIDQ288103
Christian Francq, Simos G. Meintanis
Publication date: 24 May 2016
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: http://elib.bsu.by/handle/123456789/51931
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)
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