Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G09
@@ Property / Mathematics Subject Classification ID: 62G09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6592775
@@ Property / zbMATH DE Number: 6592775 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+block bootstrap
@@ Property / zbMATH Keywords: block bootstrap / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Edgeworth expansion
@@ Property / zbMATH Keywords: Edgeworth expansion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+higher order refinements
@@ Property / zbMATH Keywords: higher order refinements / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quasi maximum likelihood
@@ Property / zbMATH Keywords: quasi maximum likelihood / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+GARCH
@@ Property / zbMATH Keywords: GARCH / rank @@
+Normal rank

Revision as of 21:44, 27 June 2023