Statistic inference for a single-index ARCH-M model (Q4638687): Difference between revisions

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Latest revision as of 13:39, 15 July 2024

scientific article; zbMATH DE number 6865474
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English
Statistic inference for a single-index ARCH-M model
scientific article; zbMATH DE number 6865474

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    Statistic inference for a single-index ARCH-M model (English)
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    27 April 2018
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    ARCH effect
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    asymptotic property
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    goodness of fit
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    profile likelihood estimation
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    single-index ARCH-M model
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