Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188): Difference between revisions
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| Property / author: Shu-yuan He / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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| Property / zbMATH DE Number: 6684608 / rank | |||
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AR-ARCH model | |||
| Property / zbMATH Keywords: AR-ARCH model / rank | |||
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confidence region | |||
| Property / zbMATH Keywords: confidence region / rank | |||
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empirical likelihood | |||
| Property / zbMATH Keywords: empirical likelihood / rank | |||
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LAD estimation | |||
| Property / zbMATH Keywords: LAD estimation / rank | |||
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Revision as of 02:50, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood for AR-ARCH models based on LAD estimation |
scientific article |
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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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