Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578)
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scientific article; zbMATH DE number 5939250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Offline and online weighted least squares estimation of nonstationary power ARCH processes |
scientific article; zbMATH DE number 5939250 |
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Offline and online weighted least squares estimation of nonstationary power ARCH processes (English)
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16 August 2011
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nonstationary ARCH process
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Box-Cox transformed ARCH
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recursive estimation
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weighted least squares estimate
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asymptotic normality
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