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- Title:
Moment‐based estimation for the multivariate COGARCH(1,1) process
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- do Rêgo Sousa, Thiago; Stelzer, Robert
- 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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