Asymptotic Efficiency of Estimating Function Estimators for Nonlinear Time Series Models (Q2919541)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Efficiency of Estimating Function Estimators for Nonlinear Time Series Models |
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Asymptotic Efficiency of Estimating Function Estimators for Nonlinear Time Series Models (English)
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4 October 2012
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conditional least squares estimator
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estimating function
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GARCH model
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local asymptotic normality
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nonlinear AR model
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