Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Nonnegative GARCH-type models with conditional Gamma distributions and their applications - MaRDI portal

Nonnegative GARCH-type models with conditional Gamma distributions and their applications

From MaRDI portal

Publication:6626724

Jump to:navigation, search

DOI10.1016/j.csda.2024.108006zbMath1547.62017MaRDI QIDQ6626724

ChanHyeok Jeon, Eun-Ju Hwang

Publication date: 29 October 2024

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

MLE forecasting Gamma distribution conditional heteroscedastic model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

This page was built for publication: Nonnegative GARCH-type models with conditional Gamma distributions and their applications

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6626724&oldid=40190818"