Asymptotic Likelihood-Based Prediction Functions (Q3978784)
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scientific article; zbMATH DE number 12904
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| English | Asymptotic Likelihood-Based Prediction Functions |
scientific article; zbMATH DE number 12904 |
Statements
Asymptotic Likelihood-Based Prediction Functions (English)
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25 June 1992
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predictive efficiency
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nonnormal errors
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asymptotic prediction functions
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parameter uncertainty
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predictive likelihood
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Kullback-Leibler measure of information loss
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relative efficiency
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linear-normal models
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ARCH models
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0.8025444746017456
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0.8003532886505127
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0.7929293513298035
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0.7771574854850769
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0.7727105021476746
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