Bootstrapping a weighted linear estimator �of the ARCH parameters (Q3077651)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping a weighted linear estimator �of the ARCH parameters |
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Bootstrapping a weighted linear estimator �of the ARCH parameters (English)
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22 February 2011
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quasi-maximum likelihood estimate
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asymptotic distribution
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