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Estimation of the parameters of symmetric stable ARMA and ARMA-GARCH models

Aastha M Sathe1, N S Upadhye1

  • 1Department of Mathematics, Indian Institute of Technology Madras, Chennai, India.

Journal of Applied Statistics
|August 1, 2022
PubMed

Keywords:
ARMA–GARCH modelsparameter estimationsimulationstable distributions

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