Oracally efficient estimation and testing for an ARCH model with trend (Q5078550)
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scientific article; zbMATH DE number 7530989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Oracally efficient estimation and testing for an ARCH model with trend |
scientific article; zbMATH DE number 7530989 |
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Oracally efficient estimation and testing for an ARCH model with trend (English)
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23 May 2022
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ARCH model
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B-spline
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least squares estimation
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Lagrange multiplier test
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oracle property
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