Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form (Q4493478)
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scientific article; zbMATH DE number 1484815
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| English | Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form |
scientific article; zbMATH DE number 1484815 |
Statements
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form (English)
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6 August 2000
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time series models
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unconditional pseudo maximum likelihood estimators
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semiparametric iterative estimators
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ARCH models
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threshold model
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Markov-switching model
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0.8182739615440369
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0.7977997660636902
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0.7943874597549438
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