Robust inference in conditionally heteroskedastic autoregressions (Q5860968)
From MaRDI portal
scientific article; zbMATH DE number 7484500
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust inference in conditionally heteroskedastic autoregressions |
scientific article; zbMATH DE number 7484500 |
Statements
Robust inference in conditionally heteroskedastic autoregressions (English)
0 references
4 March 2022
0 references
AR-GARCH
0 references
least squares estimation
0 references
regular variation
0 references
\(t\)-test
0 references
0 references
0 references
0 references
0 references