Optimal Predictions of Powers of Conditionally Heteroscedastic Processes (Q5088221)
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scientific article; zbMATH DE number 7555451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Predictions of Powers of Conditionally Heteroscedastic Processes |
scientific article; zbMATH DE number 7555451 |
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Optimal Predictions of Powers of Conditionally Heteroscedastic Processes (English)
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11 July 2022
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efficiency of estimators
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generalized auto-regressive conditional hetero scedasticity
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least absolute deviations estimation
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prediction
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quasi-maximum-likelihood estimation
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