scientific article; zbMATH DE number 7027964

zbMATH Open1424.62137MaRDI QIDQ4623603

Author name not available (Why is that?)

Publication date: 22 February 2019

Title of this publication is not available (Why is that?)

zbMATH Keywords

asymptotic distributionautocorrelation functionGARCH modeldiagnostic testheavy-tailed estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Estimation and tests for TGTACH$\bm{(1, 1)}$ models with heavy-tailed errors: A uniform framework

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