Oracally efficient estimation and testing for an ARCH model with trend (Q5078550)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Oracally efficient estimation and testing for an ARCH model with trend |
scientific article; zbMATH DE number 7530989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Oracally efficient estimation and testing for an ARCH model with trend |
scientific article; zbMATH DE number 7530989 |
Statements
Oracally efficient estimation and testing for an ARCH model with trend (English)
0 references
23 May 2022
0 references
ARCH model
0 references
B-spline
0 references
least squares estimation
0 references
Lagrange multiplier test
0 references
oracle property
0 references
0 references
0 references
