scientific article; zbMATH DE number 1932861
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Publication:4709775
zbMath1015.62088MaRDI QIDQ4709775
Paolo Vidoni, Giovanni Fonseca, Marco Ferrante
Publication date: 23 June 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
simulationsstationary processesthreshold modelestimating functionsautoregressive conditional heteroskedasticityinvariant probability
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
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