Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5248593
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic efficiency of conditional least squares estimators for ARCH models |
scientific article; zbMATH DE number 5248593 |
Statements
Asymptotic efficiency of conditional least squares estimators for ARCH models (English)
0 references
12 March 2008
0 references
ARCH model
0 references
conditional least squares estimator
0 references
asymptotic efficiency
0 references
local asymptotic normality
0 references
0 references
0.9107237
0 references
0 references
0.8891485
0 references
0.8884517
0 references
0.88648236
0 references
