Estimation and testing for the parameters of \(\operatorname{AR}(p)\)-\(\operatorname {ARCH}(q)\) under ordered restriction (Q5468784)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation and testing for the parameters of AR(p)- ARCH(q) under ordered restriction |
scientific article; zbMATH DE number 5023072
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation and testing for the parameters of \(\operatorname{AR}(p)\)-\(\operatorname {ARCH}(q)\) under ordered restriction |
scientific article; zbMATH DE number 5023072 |
Statements
12 May 2006
0 references
quadratic programming
0 references
0.9224098324775696
0 references
0.8445022702217102
0 references
