Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models-Reference-Cited by-同舟云学术

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Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models

Published:2021-01-02 Issue:1 Volume:33 Page:1-20
ISSN:1048-5252
Container-title:Journal of Nonparametric Statistics
language:en
Short-container-title:Journal of Nonparametric Statistics

Author:

Zhao Peixin¹²,Yang Yiping¹,Zhou Xiaoshuang³

Affiliation:

1. College of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing, People's Republic of China

2. Chongqing Key Laboratory of Social Economy and Applied Statistics, Chongqing, People's Republic of China

3. College of Mathematics and Big Data, Dezhou University, Dezhou, Shandong, People's Republic of China

Funder

National Social Science Foundation of China

Natural Science Foundation of Chongqing

Natural Science Foundation of Shandong

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10485252.2021.1898608

Reference21 articles.

1. EMPIRICAL LIKELIHOOD FOR GARCH MODELS

2. Semiparametric inference in a GARCH-in-mean model

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