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

endocarditis

书目名称Bootstrapping Stationary ARMA-GARCH Models影响因子(影响力)




书目名称Bootstrapping Stationary ARMA-GARCH Models影响因子(影响力)学科排名




书目名称Bootstrapping Stationary ARMA-GARCH Models网络公开度




书目名称Bootstrapping Stationary ARMA-GARCH Models网络公开度学科排名




书目名称Bootstrapping Stationary ARMA-GARCH Models被引频次




书目名称Bootstrapping Stationary ARMA-GARCH Models被引频次学科排名




书目名称Bootstrapping Stationary ARMA-GARCH Models年度引用




书目名称Bootstrapping Stationary ARMA-GARCH Models年度引用学科排名




书目名称Bootstrapping Stationary ARMA-GARCH Models读者反馈




书目名称Bootstrapping Stationary ARMA-GARCH Models读者反馈学科排名

浸软

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

拱形大桥

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.

形状

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

传授知识

止痛药

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