On diagnostics in conditionally heteroskedastic time series models under elliptical distributions (Q4822476)
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scientific article; zbMATH DE number 2109935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On diagnostics in conditionally heteroskedastic time series models under elliptical distributions |
scientific article; zbMATH DE number 2109935 |
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On diagnostics in conditionally heteroskedastic time series models under elliptical distributions (English)
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25 October 2004
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statistical diagnostics
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likelihood displacement
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observed information matrix
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matrices of derivatives
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matrix differential
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