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Quasi-Likelihood Estimation for ARCH models
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 김삼용 | - |
| dc.date.available | 2019-07-18T04:59:20Z | - |
| dc.date.issued | 2005-09 | - |
| dc.identifier.issn | 1598-9402 | - |
| dc.identifier.uri | https://scholarworks.bwise.kr/cau/handle/2019.sw.cau/29561 | - |
| dc.description.abstract | In this paper, the quasi-likelihood function was proposed and the estimators which are the solutions of the estimating equations for estimation of a class of nonlinear time series models. We compare the performances of the proposed estimators with those of the ML estimators under the heavy-railed distributions by simulation. | - |
| dc.format.extent | 6 | - |
| dc.publisher | 한국데이터정보과학회 | - |
| dc.title | Quasi-Likelihood Estimation for ARCH models | - |
| dc.type | Article | - |
| dc.identifier.bibliographicCitation | 한국데이터정보과학회지, v.16, no.3, pp 651 - 656 | - |
| dc.identifier.kciid | ART001131164 | - |
| dc.description.isOpenAccess | N | - |
| dc.citation.endPage | 656 | - |
| dc.citation.number | 3 | - |
| dc.citation.startPage | 651 | - |
| dc.citation.title | 한국데이터정보과학회지 | - |
| dc.citation.volume | 16 | - |
| dc.identifier.url | https://www.dbpia.co.kr/journal/articleDetail?nodeId=NODE07243853 | - |
| dc.publisher.location | 대한민국 | - |
| dc.subject.keywordAuthor | ARCH | - |
| dc.subject.keywordAuthor | MLE | - |
| dc.subject.keywordAuthor | Quasi-Likelihood Function | - |
| dc.description.journalRegisteredClass | kci | - |
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