Statistical inference for time-varying ARCH processes (Q2500447)
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scientific article
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| default for all languages | No label defined |
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| English | Statistical inference for time-varying ARCH processes |
scientific article |
Statements
Statistical inference for time-varying ARCH processes (English)
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24 August 2006
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derivative process
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locally stationary
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quasi-likelihood estimates
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time-varying ARCH process
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0.8205239772796631
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0.8170596957206726
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0.8169823288917542
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0.8079005479812622
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0.805884838104248
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