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Results 1-1 of 1 (Search time: 0.002 seconds).
On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series
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Yoon, Jae Eun;
Hwang, Sun Young
Article
Issue Date
2021
Citation
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, v.50, no.7, pp 2042 - 2053
Publisher
TAYLOR & FRANCIS INC
1
Discover
Subject
ARCH
1
Asymmetric errors
1
Quasi-likelihood
1
Threshold-innovation
1
Date Issued
2021
1
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