Functional ARCH and GARCH models: A Yule-Walker approach
نویسندگان
چکیده
منابع مشابه
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valuable comments and suggestions. Of course, I am solely to blame for any errors or omissions.
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2020
ISSN: 1935-7524
DOI: 10.1214/20-ejs1778