INARCH(1) processes: Higher-order moments and jumps
نویسندگان
چکیده
منابع مشابه
Higher-order moments and tensors
P(X = z t) = w t > 0. How to learn parameters {(w t , z t)} k t=1 ? Relatively straightforward given iid sample.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2010
ISSN: 0167-7152
DOI: 10.1016/j.spl.2010.08.001