Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models
JM Sampaio, PA Morettin - Journal of Statistical Computation and …, 2015 - Taylor & Francis
… For this reason, the indirect inference (a simulation-based inference approach detailed below) is an interesting alternative to the estimation of more complex models involving stable …
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… For this reason, the indirect inference (a simulation-based inference approach detailed below) is an interesting alternative to the estimation of more complex models involving stable …