Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
type: Item
instance of: scholarly article
title: Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
zbMATH Open document ID: 1504.62132
published in: Journal of Inequalities and Applications
publication date: 2022-01-26T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G15
zbMATH DE Number: 7465035
zbMATH Keywords: empirical likelihood
zbMATH Keywords: threshold autoregressive model
zbMATH Keywords: conditional heteroscedasticity
zbMATH Keywords: confidence region
zbMATH Keywords: least squares method
author: Cui-Xin Peng
author: Zhiwen Zhao
MaRDI profile type: Publication
full work available at URL: s13660-021-02581-3
OpenAlex ID: W3165136050
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DOI: 10.1186/S13660-021-02581-3
description: scientific article; zbMATH DE number 7465035