Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model |
scientific article |
Statements
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (English)
0 references
26 October 2021
0 references
adaptive inference
0 references
Lagrange multiplier test
0 references
portmanteau test
0 references
QMLE
0 references
semiparametric BEKK model
0 references
semiparametric GARCH model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references