Estimation and inference for nonlinear time series model in the presence of unspecified conditional variance: An EF approach (Q3007414)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and inference for nonlinear time series model in the presence of unspecified conditional variance: An EF approach |
scientific article |
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Estimation and inference for nonlinear time series model in the presence of unspecified conditional variance: An EF approach (English)
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21 June 2011
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nonlinear dependence
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estimating function
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conditional variance
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efficient estimator
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0.8985672
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0.8982313
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0.89244086
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0.8923346
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0.8883585
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