Estimation and testing for the parameters of AR(p)- ARCH(q) under ordered restriction

MaRDI QIDQ5468784zbMATH OpenFDO

Authors Dehui Wang, Lixin Song, Ning-Zhong Shi

Publication date 12 May 2006

zbMATH Keywords

quadratic programming

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Point estimation (62F10) Parametric inference under constraints (62F30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of mathematical programming (90C90)

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