Empirical Likelihood Inference for Functional Coefficient ARCH-M Model-Reference-Cited by-同舟云学术

Empirical Likelihood Inference for Functional Coefficient ARCH-M Model

Published:2018-11-20 Issue:2 Volume:35 Page:270-296
ISSN:1439-8516
Container-title:Acta Mathematica Sinica, English Series
language:en
Short-container-title:Acta. Math. Sin.-English Ser.

Author:

Zhao Hai Qing,Li Yuan,Zhao Yan Meng

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Mathematics

Link

http://link.springer.com/article/10.1007/s10114-018-8083-9/fulltext.html

Reference28 articles.

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3. Buckholder, D. L.: Distribution function inequalities for martingales. Annals of Probability, 1(1), 19–42 (1973)

4. Chan, N. H., Ling, S. Q.: Empirical likelihood for garch models. Econometric Theory, 22, 403–428 (2006)

5. Chen, J. h., Variyath, A. M., Abraham, B.: Adjusted Empirical Likelihood and its Properties. Journal of Computational and Graphical Statistics, 17(2), 426–443 (2008)

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