EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS (Q4814248)
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scientific article; zbMATH DE number 2097897
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| default for all languages | No label defined |
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| English | EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS |
scientific article; zbMATH DE number 2097897 |
Statements
EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS (English)
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7 September 2004
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martingale difference errors
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serially correlated errors
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finite sample performance
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0.83378666639328
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0.8084253072738647
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0.8084253072738647
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0.8041543364524841
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0.79636150598526
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