Statistical inference for time-varying ARCH processes (Q2500447): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for time-varying ARCH processes |
scientific article |
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Statistical inference for time-varying ARCH processes (English)
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24 August 2006
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derivative process
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locally stationary
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quasi-likelihood estimates
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time-varying ARCH process
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