Estimation and testing for the parameters of ARCH(<i>q</i>) under ordered restriction (Q4677026)
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scientific article; zbMATH DE number 2169599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and testing for the parameters of ARCH(<i>q</i>) under ordered restriction |
scientific article; zbMATH DE number 2169599 |
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Estimation and testing for the parameters of ARCH(<i>q</i>) under ordered restriction (English)
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20 May 2005
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maximum likelihood estimator
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quadratic program
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likelihood ratio test
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