LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
Xingfa Zhang, Rongmao Zhang, Yuan Li, Shiqing Ling
| Year of publication: |
2022
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|---|---|
| Authors: | Zhang, Xingfa ; Zhang, Rongmao ; Li, Yuan ; Ling, Shiqing |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 1, p. 228-240
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| Subject: | AR model | G-GARCH-model | Heavy tails | LADE | Autokorrelation | Autocorrelation | Statistische Verteilung | Statistical distribution | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.06.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441651