Smoothed empirical likelihood for GARCH models with heavy-tailed errors
type: Item
instance of: scholarly article
title: Smoothed empirical likelihood for GARCH models with heavy-tailed errors
zbMATH Open document ID: 1349.62413
DOI: 10.1080/03610926.2014.978947
author: Jinyu Li
author: Xingtong Chen
author: Song Zhu
publication date: 2016-11-23T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 6655529
zbMATH Keywords: confidence region
zbMATH Keywords: empirical likelihood
zbMATH Keywords: GARCH
zbMATH Keywords: heavy-tail
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2014.978947
OpenAlex ID: W2520047195
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published in: Communications in Statistics. Theory and Methods
description: scientific article; zbMATH DE number 6655529