Estimation of multivariate non-linear time series models (Q1193965)
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scientific article; zbMATH DE number 63549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of multivariate non-linear time series models |
scientific article; zbMATH DE number 63549 |
Statements
Estimation of multivariate non-linear time series models (English)
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27 September 1992
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nonlinear ARCH model
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autoregressive conditional heteroscedastic model
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optimal estimating function
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missing observations
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time-varying parameters
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nonlinear time series models
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heteroscedastic model
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lagged dependent variables
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simultaneous optimal estimation
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conditional mean
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functional estimation
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prefiltered optimal approach
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