Autoregressive inverse Gaussian process and the stochastic volatility modeling

Autor:	P Sujith, N. Balakrishna
Rok vydání:	2021
Předmět:	Statistics and Probability Autoregressive model Inverse gaussian process Stochastic volatility Applied mathematics Mathematics
Zdroj:	Communications in Statistics - Theory and Methods. 52:3574-3580
ISSN:	1532-415X 0361-0926
DOI:	10.1080/03610926.2021.1977324
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::cf17a065d2bf8ed19f10c8464b6442e4 https://doi.org/10.1080/03610926.2021.1977324 Zobrazit plný text záznamu