一个整值ARCH(p)模型的经验似然推断

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Empirical Likelihood Inference foran Integervalued ARCH(p) Model

ZHU Fukang, WANG Dehui, LI Fengxiang, LI Han

Institute of Mathematics, Jilin University, Changchun 130012, China

Received:2007-11-24 Revised:1900-01-01 Online:2008-11-26 Published:2008-11-26
Contact: WANG Dehui

Abstract

CLC Number:

O212.1

ZHU Fukang, WANG Dehui, LI Fengxiang, LI Han. Empirical Likelihood Inference foran Integervalued ARCH(p) Model[J].J4, 2008, 46(06): 1042-1048.

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Empirical Likelihood Inference foran Integervalued ARCH(p) Model

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