Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S10255-010-0051-9 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10255-010-0051-9 / rank | |||
Normal rank | |||
Latest revision as of 20:00, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood for AR-ARCH models based on LAD estimation |
scientific article |
Statements
Empirical likelihood for AR-ARCH models based on LAD estimation (English)
0 references
14 February 2017
0 references
AR-ARCH model
0 references
confidence region
0 references
empirical likelihood
0 references
LAD estimation
0 references
0 references
0 references
