Selecting the order of an ARCH model (Q1927498)
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scientific article; zbMATH DE number 6120278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selecting the order of an ARCH model |
scientific article; zbMATH DE number 6120278 |
Statements
Selecting the order of an ARCH model (English)
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1 January 2013
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inequality constrained maximum likelihood
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one-sided AIC
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model selection
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