Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1905.01798 / rank | |||
Normal rank |
Revision as of 04:40, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Non-standard inference for augmented double autoregressive models with null volatility coefficients |
scientific article |
Statements
Non-standard inference for augmented double autoregressive models with null volatility coefficients (English)
0 references
17 February 2020
0 references
augmented DAR model
0 references
DAR model
0 references
heavy-tailedness
0 references
non-standard asymptotics
0 references
parameter on the boundary
0 references
portmanteau test
0 references
self-weighted QMLE
0 references