Q4660424 (Q4660424): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Latest revision as of 17:49, 5 March 2024
scientific article; zbMATH DE number 2148871
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 2148871 |
Statements
21 March 2005
0 references
ARCH model
0 references
ARCH\((\infty)\)-SM model
0 references
stochastic regression
0 references
asymptotically efficient estimator
0 references
asymptotically optimal test
0 references
GARCH model
0 references
Gaussian process
0 references
LAN
0 references
residual empirical process
0 references
weak convergence
0 references