Estimation of multivariate non-linear time series models (Q1193965): Difference between revisions

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Latest revision as of 13:01, 16 May 2024

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Estimation of multivariate non-linear time series models
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    Estimation of multivariate non-linear time series models (English)
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    27 September 1992
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    nonlinear ARCH model
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    autoregressive conditional heteroscedastic model
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    optimal estimating function
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    missing observations
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    time-varying parameters
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    nonlinear time series models
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    heteroscedastic model
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    lagged dependent variables
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    simultaneous optimal estimation
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    conditional mean
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    functional estimation
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    prefiltered optimal approach
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