Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares (Q1392035): Difference between revisions

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Latest revision as of 12:22, 28 May 2024

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Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares
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    Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares (English)
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    23 July 1998
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    Autoregressive conditional heteroscedasticity
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    Iteratively weighted least squares
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    Maximum likelihood estimation
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    Nonlinear time series models
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