Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes |
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Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (English)
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6 May 2015
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threshold power \textit{ARCH}
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two-stage weighted least squares
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consistency and asymptotic normality
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strict stationarity testing
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heavy tailed distribution
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