The profile likelihood estimation for single-index ARCH(\(p\))-M model
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Publication:1717839
DOI10.1155/2014/189426zbMath1407.62333OpenAlexW1995359727WikidataQ59063651 ScholiaQ59063651MaRDI QIDQ1717839
Qiang Xiong, XingFa Zhang, Yu'an Li
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/189426
Related Items (3)
Empirical likelihood based estimation for a class of functional coefficient ARCH-M models ⋮ Empirical likelihood inference for functional coefficient ARCH-M model ⋮ Statistic inference for a single-index ARCH-M model
Cites Work
- A semiparametric GARCH model for foreign exchange volatility
- Semiparametric inference in a GARCH-in-mean model
- Statistical inference for a single-index varying-coefficient model
- Nonparametric statistics for stochastic processes
- Introduction to empirical processes and semiparametric inference
- Penalized Spline Estimation for Partially Linear Single-Index Models
- On Single-Index Coefficient Regression Models
- Unnamed Item
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