ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (Q3440776): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 11:17, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS |
scientific article |
Statements
ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (English)
0 references
29 May 2007
0 references
ARCH model
0 references
quasi-maximum likelihood estimate
0 references
asymptotic
0 references