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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares |
scientific article |
Statements
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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