A class of minimum distance estimators in Markovian multiplicative error models
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Publication:6108880
DOI10.1007/s13571-021-00274-xOpenAlexW4210544832MaRDI QIDQ6108880
Narayana Balakrishna, Indeewara Perera, Hira L. Koul
Publication date: 30 June 2023
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/183522/1/MDests-MEM-Sankhya-Author-Accepted%20-%20Indeewara%20BS%20Perera.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
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