scientific article; zbMATH DE number 2197669
From MaRDI portal
Publication:5311580
zbMATH Open1066.62089MaRDI QIDQ5311580FDOQ5311580
Authors: Xiaoguang Wang, Lixing Song
Publication date: 23 August 2005
Title of this publication is not available (Why is that?)
Recommendations
- Estimation and testing for the parameters of \(\operatorname{AR}(p)\)-\(\operatorname {ARCH}(q)\) under ordered restriction
- Estimation and testing for the parameters of ARCH(q) under ordered restriction
- scientific article; zbMATH DE number 2164009
- Selecting the order of an ARCH model
- scientific article; zbMATH DE number 4043108
Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric inference under constraints (62F30)
Cited In (9)
- Quasi-likelihood estimation of parameters in AR(2) model under order restriction
- Selecting the order of an ARCH model
- Estimation and testing for the parameters of ARCH(q) under ordered restriction
- Normalized least-squares estimation in time-varying ARCH models
- Least squares estimation of ARCH models with missing observations
- Estimation and testing for the parameters of \(\operatorname{AR}(p)\)-\(\operatorname {ARCH}(q)\) under ordered restriction
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE
- Asymptotic efficiency of conditional least squares estimators for ARCH models
- Title not available (Why is that?)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5311580)