Statistic inference for a single-index ARCH-M model (Q4638687)
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scientific article; zbMATH DE number 6865474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistic inference for a single-index ARCH-M model |
scientific article; zbMATH DE number 6865474 |
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Statistic inference for a single-index ARCH-M model (English)
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27 April 2018
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ARCH effect
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asymptotic property
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goodness of fit
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profile likelihood estimation
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single-index ARCH-M model
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