作者: 浸軟 時(shí)間: 2025-3-21 20:15
Parametric AR(p)-ARCH(q) Models,eters by the ordinary least squares (OLS) method and adopt the two-step estimation for the ARCH part, in which the parameters of the ARCH part are estimated based on the residuals of the AR part. In the first section we sketch the estimation theory for the parametric AR (.)-ARCH (.) model with the O作者: Vasodilation 時(shí)間: 2025-3-22 02:22 作者: 拱形大橋 時(shí)間: 2025-3-22 05:10
Semiparametric AR(p)-ARCH(1) Models, nonparametric. In the first section we introduce the semiparametric AR (.)-ARCH (1) model and show the asymptotic properties of the estimators. Then, as in preceding chapters, possible applications of the residual and the wild bootstrap are proposed and their weak consistency proved. The theoretica作者: Geyser 時(shí)間: 2025-3-22 10:40
Range-Free Network Localization, methods. In empirical studies, however, the limit of bootstrap tends to be underestimated, and the technique is sometimes regarded as a utility tool applicable to all models. Let us see a typical misunderstanding of bootstrap in econometric literature.作者: 形狀 時(shí)間: 2025-3-22 15:50
Location, Localization, and Localizabilityeters by the ordinary least squares (OLS) method and adopt the two-step estimation for the ARCH part, in which the parameters of the ARCH part are estimated based on the residuals of the AR part. In the first section we sketch the estimation theory for the parametric AR (.)-ARCH (.) model with the O作者: NEG 時(shí)間: 2025-3-22 20:21 作者: 缺陷 時(shí)間: 2025-3-22 21:37 作者: 傳授知識(shí) 時(shí)間: 2025-3-23 03:33 作者: 止痛藥 時(shí)間: 2025-3-23 06:12
Parametric ARMA(p, q)- GARCH(r, s) Models,st section we sketch the estimation theory based on Francq and Zako?an (2004). Then, analogously to the previous chapter, possible applications of the residual and the wild bootstrap are proposed and their weak consistency investigated. These theoretical results are confirmed by simulations in the last section作者: VICT 時(shí)間: 2025-3-23 11:24 作者: 武器 時(shí)間: 2025-3-23 16:37 作者: 口訣 時(shí)間: 2025-3-23 20:23 作者: Outmoded 時(shí)間: 2025-3-23 22:37 作者: 一致性 時(shí)間: 2025-3-24 04:04 作者: Cultivate 時(shí)間: 2025-3-24 10:28 作者: TRAWL 時(shí)間: 2025-3-24 11:50 作者: Gnrh670 時(shí)間: 2025-3-24 15:54 作者: municipality 時(shí)間: 2025-3-24 20:51 作者: 最高點(diǎn) 時(shí)間: 2025-3-25 00:10 作者: 機(jī)警 時(shí)間: 2025-3-25 06:35 作者: Dedication 時(shí)間: 2025-3-25 11:21 作者: expound 時(shí)間: 2025-3-25 13:37 作者: 沒有貧窮 時(shí)間: 2025-3-25 18:06 作者: 山崩 時(shí)間: 2025-3-25 22:33
Location, Localization, and LocalizabilityLS method and prove asymptotic normality of the OLS estimators. In the following two sections possible applications of the residual and the wild bootstrap are proposed and their weak consistency investigated. These theoretical results are confirmed by simulations in the last section.作者: concubine 時(shí)間: 2025-3-26 03:58
7樓作者: 遺忘 時(shí)間: 2025-3-26 07:06
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