Titlebook: Bootstrapping Stationary ARMA-GARCH Models; Kenichi Shimizu Book 2010 Vieweg+Teubner Verlag | Springer Fachmedien Wiesbaden GmbH, Wiesbade

endocarditis

書目名稱Bootstrapping Stationary ARMA-GARCH Models影響因子(影響力)




書目名稱Bootstrapping Stationary ARMA-GARCH Models影響因子(影響力)學科排名




書目名稱Bootstrapping Stationary ARMA-GARCH Models網絡公開度




書目名稱Bootstrapping Stationary ARMA-GARCH Models網絡公開度學科排名




書目名稱Bootstrapping Stationary ARMA-GARCH Models被引頻次




書目名稱Bootstrapping Stationary ARMA-GARCH Models被引頻次學科排名




書目名稱Bootstrapping Stationary ARMA-GARCH Models年度引用




書目名稱Bootstrapping Stationary ARMA-GARCH Models年度引用學科排名




書目名稱Bootstrapping Stationary ARMA-GARCH Models讀者反饋




書目名稱Bootstrapping Stationary ARMA-GARCH Models讀者反饋學科排名

浸軟

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

Vasodilation

拱形大橋

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

Geyser

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.

形狀

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

NEG

缺陷

傳授知識

止痛藥

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