Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675)
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scientific article; zbMATH DE number 5855793
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| default for all languages | No label defined |
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| English | Postmodel selection estimators of variance function for nonlinear autoregression |
scientific article; zbMATH DE number 5855793 |
Statements
Postmodel selection estimators of variance function for nonlinear autoregression (English)
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22 February 2011
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heteroscedastic autoregression
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variance function estimation
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maximum likelihood
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pseudo-likelihood
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Kullback-Leibler distance
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heavy-tailed data
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0.8265957236289978
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0.8011408448219299
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0.7939107418060303
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0.7917158603668213
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