Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form |
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (English)
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11 February 2020
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conditional/unconditional heteroskedasticity
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conditional sum-of-squares
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fractional integration
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quasi-maximum likelihood estimation
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wild bootstrap
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