Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Postmodel selection estimators of variance function for nonlinear autoregression |
scientific article |
Statements
Postmodel selection estimators of variance function for nonlinear autoregression (English)
0 references
22 February 2011
0 references
heteroscedastic autoregression
0 references
variance function estimation
0 references
maximum likelihood
0 references
pseudo-likelihood
0 references
Kullback-Leibler distance
0 references
heavy-tailed data
0 references
