Least squares estimation of ARCH models with missing observations (Q5397963): 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 | |||
Revision as of 20:21, 5 March 2024
scientific article; zbMATH DE number 6261462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimation of ARCH models with missing observations |
scientific article; zbMATH DE number 6261462 |
Statements
Least squares estimation of ARCH models with missing observations (English)
0 references
25 February 2014
0 references
ARCH models
0 references
missing observations
0 references
conditional heteroscedasticity
0 references
least squares estimation
0 references
martingale central limit theorem
0 references
