Empirical Likelihood Inference for Functional Coefficient ARCH-M Model.
| Autor: | Zhao, Hai Qing1,2 zhaohq@lingnan.edu.cn, Li, Yuan3 mathly@gzhu.edu.cn, Zhao, Yan Meng4 zym@szu.edu.cn |
|---|---|
| Zdroj: | Acta Mathematica Sinica. Feb2019, Vol. 35 Issue 2, p270-296. 27p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
|