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On the relationship between beta-Bartlett and Uhlig extended processes - MaRDI portal

On the relationship between beta-Bartlett and Uhlig extended processes

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Publication:6343657

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DOI10.1111/JTSA.12595zbMath1493.62532arXiv2006.13868MaRDI QIDQ6343657

Kaoru Irie, Víctor Peña

Publication date: 24 June 2020

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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