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  • Search: subject:"Conditional/unconditional heteroskedasticity"
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Bootstrap approach 1 Bootstrap-Verfahren 1 Conditional sum-of-squares 1 Conditional/unconditional heteroskedasticity 1 Estimation theory 1 Fractional integration 1 Heteroscedasticity 1 Heteroskedastizität 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Quasi-maximum likelihood estimation 1 Schätztheorie 1 Time series analysis 1 Wild bootstrap 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cavaliere, Giuseppe 1 Nielsen, Morten Ørregaard 1 Taylor, Robert 1
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Journal of econometrics 1
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ECONIS (ZBW) 1
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of econometrics 198 (2017) 1, pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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