Least squares estimation of ARCH models with missing observations (Q5397963)
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scientific article; zbMATH DE number 6261462
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| English | Least squares estimation of ARCH models with missing observations |
scientific article; zbMATH DE number 6261462 |
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Least squares estimation of ARCH models with missing observations (English)
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25 February 2014
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ARCH models
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missing observations
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conditional heteroscedasticity
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least squares estimation
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martingale central limit theorem
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0.7922170162200928
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0.7814663052558899
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