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Document type:
Zeitschriftenaufsatz
Author(s):
do Rêgo Sousa, Thiago; Stelzer, Robert
Title:
Moment‐based estimation for the multivariate COGARCH(1,1) process
Journal title:
Scandinavian Journal of Statistics
Year:
2021
Fulltext / DOI:
doi:10.1111/sjos.12531
Publisher:
Wiley
E-ISSN:
0303-68981467-9469
Date of publication:
27.05.2021
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