Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696)
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scientific article; zbMATH DE number 7364930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood test for the application of swqmele in fitting an arma‐garch model |
scientific article; zbMATH DE number 7364930 |
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Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (English)
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30 June 2021
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ARMA-GARCH model
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empirical likelihood
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quasi-maximum likelihood estimation
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self-weighted quasi maximum exponential likelihood estimation (SWQMELE)
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