A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494): Difference between revisions
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Revision as of 08:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach |
scientific article |
Statements
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (English)
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9 October 2013
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ARMA-GARCH model
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LAD estimator
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mixed portmanteau test
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model diagnostics
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quasi-maximum exponential likelihood estimator
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