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Robust modelling of DTARCH models - MaRDI portal

Robust modelling of DTARCH models (Q5703223)

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scientific article; zbMATH DE number 2226295
Language Label Description Also known as
English
Robust modelling of DTARCH models
scientific article; zbMATH DE number 2226295

    Statements

    title
    Robust modelling of DTARCH models (English)
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    author
    Yer Van Hui
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    Jiancheng Jiang
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    publication date
    8 November 2005
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    zbMATH Keywords
    conditional heteroskedasticity
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    Double-threshold
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    median regression
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    model diagnostic checking
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    robust portmanteau statistic
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    Identifiers

    zbMATH DE Number
    2226295
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