Estimation for nonlinear autoregressive models generated by beta-ARCH processes (Q3580443)
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scientific article; zbMATH DE number 5769766
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| English | Estimation for nonlinear autoregressive models generated by beta-ARCH processes |
scientific article; zbMATH DE number 5769766 |
Statements
12 August 2010
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nonlinear time series
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ergodicity
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asymptotic normality
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LAN property
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maximum likelihood estimation
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quasilikelihood
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0.8229215145111084
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0.8077519536018372
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0.8077519536018372
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0.8054811954498291
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0.7989271879196167
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