Estimation and testing for the parameters of ARCH(<i>q</i>) under ordered restriction (Q4677026): Difference between revisions
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| Property / author | |||
| Property / author: Ning-Zhong Shi / rank | |||
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| Property / author: Ning-Zhong Shi / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.01763.x / rank | |||
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| Property / OpenAlex ID: W1966471264 / rank | |||
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| Property / cites work | |||
| Property / cites work: Q5560061 / rank | |||
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| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
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| Property / cites work | |||
| Property / cites work: One‐sided testing for conditional heteroskedasticity in time series models / rank | |||
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| Property / cites work: Q4039968 / rank | |||
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Latest revision as of 10:34, 10 June 2024
scientific article; zbMATH DE number 2169599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and testing for the parameters of ARCH(<i>q</i>) under ordered restriction |
scientific article; zbMATH DE number 2169599 |
Statements
Estimation and testing for the parameters of ARCH(<i>q</i>) under ordered restriction (English)
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20 May 2005
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maximum likelihood estimator
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quadratic program
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likelihood ratio test
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