Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188): Difference between revisions

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Revision as of 03:08, 9 December 2024

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Empirical likelihood for AR-ARCH models based on LAD estimation
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    Empirical likelihood for AR-ARCH models based on LAD estimation (English)
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    14 February 2017
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    AR-ARCH model
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    confidence region
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    empirical likelihood
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    LAD estimation
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