Empirical likelihood based estimation for a class of functional coefficient ARCH-M models (Q5077366)
From MaRDI portal
scientific article; zbMATH DE number 7528842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood based estimation for a class of functional coefficient ARCH-M models |
scientific article; zbMATH DE number 7528842 |
Statements
Empirical likelihood based estimation for a class of functional coefficient ARCH-M models (English)
0 references
18 May 2022
0 references
ARCH-M model
0 references
confidence interval
0 references
empirical likelihood
0 references
functional coefficient model
0 references
0 references
0 references
0 references
