Robust Generalized Empirical Likelihood for Heavy Tailed Autoregressions with Conditionally Heteroscedastic Errors
Year of publication: |
2015
|
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Authors: | Hill, Jonathan B. |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Momentenmethode | Method of moments | ARCH-Modell | ARCH model | Robustes Verfahren | Robust statistics |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 18, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2213457 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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