Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696)
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: Inconsistency of the MLE and inference based on weighted LS for LARCH models |
scientific article; zbMATH DE number 6609326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inconsistency of the MLE and inference based on weighted LS for LARCH models |
scientific article; zbMATH DE number 6609326 |
Statements
Inconsistency of the MLE and inference based on weighted LS for LARCH models (English)
0 references
4 August 2016
0 references
conditional homoscedasticity testing
0 references
leverage effect
0 references
linear ARCH
0 references
quasi-maximum likelihood
0 references
weighted least-squares
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
