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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~accessRights:"restricted"
~isPartOf:"Journal of time series econometrics"
~person:"Arvanitis, Stelios"
~subject:"Maximum-Likelihood-Schätzung"
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Estimation theory
Maximum-Likelihood-Schätzung
ARCH model
2
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2
Time series analysis
2
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GMM estimators
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QMLE
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domain of attraction
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formal Edgeworth distribution
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inconsistency
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indirect estimators
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locally uniform Edgeworth expansion
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moment approximations
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non-stationary ARCH(1)
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Arvanitis, Stelios
Amir, Abdoulkarim Ilmi
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Journal of forecasting
Journal of time series econometrics
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A note on the QMLE limit theory in the non-stationary ARCH(1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 21-39
Persistent link: https://www.econbiz.de/10011440450
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2
Valid locally uniform edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 183-235
Persistent link: https://www.econbiz.de/10010401116
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