Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Christian Francq, Jean-Michel Zakoian
| Year of publication: |
2023
|
|---|---|
| Authors: | Francq, Christian ; Zakoïan, Jean-Michel |
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466622000093 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014436596