ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (Q3440776): Difference between revisions
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Revision as of 23:50, 19 March 2024
scientific article
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English | ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS |
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ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (English)
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29 May 2007
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ARCH model
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quasi-maximum likelihood estimate
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asymptotic
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