Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: emplik / rank | |||
Normal rank |
Revision as of 17:27, 28 February 2024
scientific article; zbMATH DE number 7660299
Language | Label | Description | Also known as |
---|---|---|---|
English | Empirical likelihood inference in autoregressive models with time-varying variances |
scientific article; zbMATH DE number 7660299 |
Statements
Empirical likelihood inference in autoregressive models with time-varying variances (English)
0 references
7 March 2023
0 references
empirical likelihood
0 references
autoregressive model
0 references
unconditional heteroscedasticity
0 references
stable test
0 references