We consider a general multivariate conditional heteroskedastic model under a conditional distribution that is not necessarily normal. This model contains autoregressive conditional heteroskedastic (ARCH) models as a special class. We use the pseudo maximum likelihood estimation method and derive...

In experiments with mixtures, the so-called weighted simplex-centroid design is applied to obtain V-optimal allocation of observations which is shown to be an optimal design over the entire simplex by using the equivalence theorem.