Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518)
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scientific article; zbMATH DE number 7165973
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| English | Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form |
scientific article; zbMATH DE number 7165973 |
Statements
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (English)
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11 February 2020
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conditional/unconditional heteroskedasticity
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conditional sum-of-squares
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fractional integration
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quasi-maximum likelihood estimation
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wild bootstrap
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0.8030956387519836
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0.8021154999732971
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0.8004434108734131
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0.7883483171463013
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0.7831336259841919
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