Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional asymmetry in power ARCH\((\infty)\) models |
scientific article |
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Conditional asymmetry in power ARCH\((\infty)\) models (English)
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14 April 2023
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quasi maximum likelihood estimation
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moderate memory
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testing parameters on boundary
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recursive design bootstrap
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