Two-Step Estimation for Time Varying Arch Models Article (Web of Science) Early Access (Web of Science)

International Collaboration

cited authors

  • Zhang, Yuanyuan; Liu, Rong; Shao, Qin; Yang, Lijian

publication date

  • February 4, 2020

webpage

published in

category

keywords

  • Asymptotic normality
  • B-spline
  • least squares
  • maximum likelihood
  • oracle efficiency