Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188)
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scientific article; zbMATH DE number 6684608
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| English | Empirical likelihood for AR-ARCH models based on LAD estimation |
scientific article; zbMATH DE number 6684608 |
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Empirical likelihood for AR-ARCH models based on LAD estimation (English)
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14 February 2017
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AR-ARCH model
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confidence region
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empirical likelihood
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LAD estimation
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