endocarditis
发表于 2025-3-21 17:57:30
书目名称Bootstrapping Stationary ARMA-GARCH Models影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0189802<br><br> <br><br>书目名称Bootstrapping Stationary ARMA-GARCH Models影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0189802<br><br> <br><br>书目名称Bootstrapping Stationary ARMA-GARCH Models网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0189802<br><br> <br><br>书目名称Bootstrapping Stationary ARMA-GARCH Models网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0189802<br><br> <br><br>书目名称Bootstrapping Stationary ARMA-GARCH Models被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0189802<br><br> <br><br>书目名称Bootstrapping Stationary ARMA-GARCH Models被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0189802<br><br> <br><br>书目名称Bootstrapping Stationary ARMA-GARCH Models年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0189802<br><br> <br><br>书目名称Bootstrapping Stationary ARMA-GARCH Models年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0189802<br><br> <br><br>书目名称Bootstrapping Stationary ARMA-GARCH Models读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0189802<br><br> <br><br>书目名称Bootstrapping Stationary ARMA-GARCH Models读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0189802<br><br> <br><br>
浸软
发表于 2025-3-21 20:15:45
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
发表于 2025-3-22 02:22:14
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拱形大桥
发表于 2025-3-22 05:10:13
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
发表于 2025-3-22 10:40:51
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.
形状
发表于 2025-3-22 15:50:07
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
发表于 2025-3-22 20:21:55
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缺陷
发表于 2025-3-22 21:37:34
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传授知识
发表于 2025-3-23 03:33:51
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止痛药
发表于 2025-3-23 06:12:40
Parametric ARMA(p, q)- GARCH(r, s) Models,st section we sketch the estimation theory based on Francq and Zakoïan (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