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1
Garch Models: Structure, Statistical Inference and Financial Applications
Wiley-Blackwell
Christian Francq
,
Jean-Michel Zakoian
𝜃
garch
𝛼
𝜖t
models
𝜖
𝜂t
𝜎
𝜂
𝜔
𝜎t
𝜃0
𝛽
𝜎t2
stationary
𝜆
𝓁
theorem
asymptotic
arch
matrix
𝜏
conditional
volatility
𝜃̂n
variance
solution
𝜖t2
positive
stationarity
function
𝜌
defined
𝜋
noise
likelihood
estimator
values
𝛾
probability
assumption
processes
vector
𝜔0
strictly
𝜽
estimation
obtained
journal
exists
年:
2019
语言:
english
文件:
PDF, 5.60 MB
您的标签:
0
/
5.0
english, 2019
2
GARCH Models: Structure, Statistical Inference and Financial Applications
Wiley
Christian Francq
,
Jean-Michel Zakoian
𝜃
garch
𝛼
𝜖t
models
𝜖
𝜂t
𝜎
𝜂
𝜔
𝜎t
𝜃0
𝛽
𝜎t2
stationary
𝜆
𝓁
theorem
asymptotic
arch
matrix
𝜏
conditional
volatility
𝜃̂n
variance
solution
𝜖t2
positive
stationarity
𝜌
function
defined
𝜋
noise
𝛾
likelihood
estimator
values
probability
assumption
𝜔0
processes
vector
strictly
𝜽
estimation
obtained
journal
exists
年:
2019
语言:
english
文件:
PDF, 5.63 MB
您的标签:
0
/
0
english, 2019
3
Robust Statistics: Theory and Methods (With R)
Wiley-Blackwell
Ricardo A. Maronna
,
R. Douglas Martin
,
Victor J. Yohai
,
Matias Salibian-Barrera
estimator
estimators
𝜷
𝜎
robust
𝜃
𝜌
regression
𝜀
𝚺
𝜓
function
𝝁
scale
outliers
𝜇
asymptotic
sample
defined
matrix
values
linear
𝜆
efficiency
𝛼
𝝀
residuals
models
statistics
bounded
𝜇̂
bias
multivariate
outlier
maximum
figure
observations
variance
estimation
shown
yohai
𝟎
median
covariance
obtained
𝛾
𝑣
implies
analysis
𝜽
年:
2019
语言:
english
文件:
PDF, 4.93 MB
您的标签:
0
/
0
english, 2019
4
Robust statistics: theory and methods with R
Wiley
Maronna
,
Ricardo A
,
Martin R.D.
,
Yohai V.J.
estimator
estimators
𝜷
𝜎
robust
𝜃
𝜌
regression
𝜀
𝚺
𝜓
function
𝝁
scale
outliers
𝜇
asymptotic
sample
defined
matrix
values
linear
𝜆
efficiency
𝛼
𝝀
residuals
models
statistics
bounded
𝜇̂
bias
multivariate
outlier
maximum
figure
observations
variance
estimation
shown
yohai
𝟎
median
covariance
obtained
𝛾
𝑣
implies
analysis
𝜽
年:
2019
语言:
english
文件:
PDF, 1.97 MB
您的标签:
0
/
0
english, 2019
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