Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and strict stationarity testing of ARCH processes based on weighted least squares |
scientific article |
Statements
Estimation and strict stationarity testing of ARCH processes based on weighted least squares (English)
0 references
13 March 2015
0 references
ARCH process
0 references
strict stationarity
0 references
instability
0 references
two-stage weighted least squares
0 references
strict stationarity testing
0 references
0 references
0 references
0 references
0 references
