This paper considers the asymptotic properties of the empirical likelihood and its likelihood ratio statistic about β-ARCH model, and obtains the consistency and the limit distribution.

  • 研究β-ARCH模型的经验似然估计及相应似然比统计量的渐近性质,证得了相合性和极限分布。

  • 互联网摘选 2025-01-20 11:38:37

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