ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784)
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scientific article; zbMATH DE number 2171235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS |
scientific article; zbMATH DE number 2171235 |
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ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (English)
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23 May 2005
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conditional heteroskedasticity
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confidence intervals
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generalized empirical likelihood
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GMM
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test inversion
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