Empirical likelihood test for the application of swqmele in fitting an arma‐garch model-Reference-Cited by-同舟云学术

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Empirical likelihood test for the application of swqmele in fitting an arma‐garch model

Published:2020-10-18 Issue:2 Volume:42 Page:222-239
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Zhou Mo¹,Peng Liang²^ORCID,Zhang Rongmao¹^ORCID

Affiliation:

1. School of Mathematical Science Zhejiang University Hangzhou China

2. Department of Risk Management and Insurance Georgia State University Atlanta GA USA

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12563

Reference32 articles.

1. GARCH processes: structure and estimation

2. Generalized autoregressive conditional heteroskedasticity

3. EMPIRICAL LIKELIHOOD FOR GARCH MODELS

4. Theory and Applications of TAR Model with Two Threshold Variables

5. Empirical likelihood for autoregressive models with applications to unstable time series;Chuang CS;Statistica Sinica,2002

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference;Statistica Sinica;2024

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