Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inconsistency of the MLE and inference based on weighted LS for LARCH models |
scientific article |
Statements
Inconsistency of the MLE and inference based on weighted LS for LARCH models (English)
0 references
4 August 2016
0 references
conditional homoscedasticity testing
0 references
leverage effect
0 references
linear ARCH
0 references
quasi-maximum likelihood
0 references
weighted least-squares
0 references
