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Results 1-2 of 2 (Search time: 0.006 seconds).
A profile Godambe information of power transformations for ARCH time series
Go to Link
Chung, Sunah;
Hwang, S. Y.
Article
Issue Date
2017
Citation
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, v.46, no.14, pp 6899 - 6908
Publisher
TAYLOR & FRANCIS INC
Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure
Hwang, SY
; Kim, TY
Article
Issue Date
2004
Citation
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.110, no.2, pp 295 - 314
Publisher
ELSEVIER SCIENCE BV
1
Discover
Author
Chung, Sunah
1
Kim, TY
1
Subject
ADAPTIVE ESTIMATION
1
ARCH
1
ergodicity
1
INFERENCE
1
Primary 62M10
1
profile Godambe information
1
semiparametric tests
1
tests for ARCH structure
1
threshold ARCH
1
TIME-SERIES MODELS
1
.
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2010 - 2017
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2004 - 2009
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Journal
COMMUNICATIONS IN STATISTICS-THEO...
1
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