Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q178776 |
||
| Property / author | |||
| Property / author: Jean-Michel Zakoian / rank | |||
Revision as of 08:43, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inconsistency of the MLE and inference based on weighted LS for LARCH models |
scientific article |
Statements
Inconsistency of the MLE and inference based on weighted LS for LARCH models (English)
0 references
4 August 2016
0 references
conditional homoscedasticity testing
0 references
leverage effect
0 references
linear ARCH
0 references
quasi-maximum likelihood
0 references
weighted least-squares
0 references
