Statistical inference for time-varying ARCH processes (Q2500447): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2169001471 / rank | |||
Normal rank | |||
Revision as of 19:16, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for time-varying ARCH processes |
scientific article |
Statements
Statistical inference for time-varying ARCH processes (English)
0 references
24 August 2006
0 references
derivative process
0 references
locally stationary
0 references
quasi-likelihood estimates
0 references
time-varying ARCH process
0 references
