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scientific article; zbMATH DE number 2148871
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| English | No label defined |
scientific article; zbMATH DE number 2148871 |
Statements
21 March 2005
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ARCH model
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ARCH\((\infty)\)-SM model
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stochastic regression
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asymptotically efficient estimator
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asymptotically optimal test
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GARCH model
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Gaussian process
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LAN
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residual empirical process
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weak convergence
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0.8964339
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0.8907458
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0.8848506
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0.8695365
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0.8689566
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0.86861765
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