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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Funding Project：National Natural Science Foundation of China[11690015]
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Nonlinear Least Squares Estimation of Log-ACD Models
期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2018, 卷号: 34, 期号: 3, 页码: 516-533
Authors:
Chen, Zhao
;
Liu, Wei
;
Wang, Christina Dan
;
Wu, Wu-qing
;
Wu, Yao-hua
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Submit date：2018/09/08
Log-ACD model
nonlinear least squares estimation
Log-GARCH model
heavy-tail
