Optimal Predictions of Powers of Conditionally Heteroscedastic Processes (Q5088221)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal Predictions of Powers of Conditionally Heteroscedastic Processes |
scientific article; zbMATH DE number 7555451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Predictions of Powers of Conditionally Heteroscedastic Processes |
scientific article; zbMATH DE number 7555451 |
Statements
Optimal Predictions of Powers of Conditionally Heteroscedastic Processes (English)
0 references
11 July 2022
0 references
efficiency of estimators
0 references
generalized auto-regressive conditional hetero scedasticity
0 references
least absolute deviations estimation
0 references
prediction
0 references
quasi-maximum-likelihood estimation
0 references
