Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807): Difference between revisions
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Revision as of 02:54, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-standard inference for augmented double autoregressive models with null volatility coefficients |
scientific article |
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Non-standard inference for augmented double autoregressive models with null volatility coefficients (English)
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17 February 2020
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augmented DAR model
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DAR model
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heavy-tailedness
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non-standard asymptotics
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parameter on the boundary
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portmanteau test
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self-weighted QMLE
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