A simple multivariate ARCH model specified by random coefficients (Q1010530): Difference between revisions

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Latest revision as of 11:36, 1 July 2024

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A simple multivariate ARCH model specified by random coefficients
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    A simple multivariate ARCH model specified by random coefficients (English)
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    6 April 2009
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    likelihood ratio test
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    maximum likelihood estimation
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    multivariate autoregressive conditional heteroscedasticity
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    nonconstant correlation
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    random coefficient model
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    Hadamard product
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    star product
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