Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic efficiency of conditional least squares estimators for ARCH models |
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Asymptotic efficiency of conditional least squares estimators for ARCH models (English)
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12 March 2008
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ARCH model
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conditional least squares estimator
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asymptotic efficiency
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local asymptotic normality
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