Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943): Difference between revisions
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Revision as of 22:08, 5 March 2024
scientific article; zbMATH DE number 5227938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity |
scientific article; zbMATH DE number 5227938 |
Statements
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (English)
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18 January 2008
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autoregression
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bootstrap
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GARCH
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