Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816)
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scientific article; zbMATH DE number 7465035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model |
scientific article; zbMATH DE number 7465035 |
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Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (English)
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26 January 2022
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empirical likelihood
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threshold autoregressive model
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conditional heteroscedasticity
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confidence region
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least squares method
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