Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675): Difference between revisions
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Revision as of 01:19, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Postmodel selection estimators of variance function for nonlinear autoregression |
scientific article |
Statements
Postmodel selection estimators of variance function for nonlinear autoregression (English)
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22 February 2011
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heteroscedastic autoregression
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variance function estimation
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maximum likelihood
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pseudo-likelihood
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Kullback-Leibler distance
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heavy-tailed data
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