Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (Q5012332)
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scientific article; zbMATH DE number 7389319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models |
scientific article; zbMATH DE number 7389319 |
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Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (English)
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1 September 2021
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varying coefficient model
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ARCH-M model
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weighted empirical likelihood
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confidence interval
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