Statistic inference for a single-index ARCH-M model (Q4638687): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:34, 7 February 2024
scientific article; zbMATH DE number 6865474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistic inference for a single-index ARCH-M model |
scientific article; zbMATH DE number 6865474 |
Statements
Statistic inference for a single-index ARCH-M model (English)
0 references
27 April 2018
0 references
ARCH effect
0 references
asymptotic property
0 references
goodness of fit
0 references
profile likelihood estimation
0 references
single-index ARCH-M model
0 references
