SEMIPARAMETRIC ARCH MODELS

被引：214
|
作者：
ENGLE, RF
GONZALEZRIVERA, G
机构：
来源：
JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1991年 / 9卷 / 04期
关键词：
LINEAR SPLINE; NONPARAMETRIC DENSITY; QUASI-MAXIMUM LIKELIHOOD ESTIMATION;
D O I：
10.2307/1391236
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：345 / 359
页数：15
相关论文
共 50 条
  • [31] On semiparametric exponential family graphical models
    [J]. 2018, Microtome Publishing (19)
  • [32] ASYMPTOTIC INFERENCE FOR SEMIPARAMETRIC ASSOCIATION MODELS
    Osius, Gerhard
    [J]. ANNALS OF STATISTICS, 2009, 37 (01): : 459 - 489
  • [33] Semiparametric Bayesian inference for regression models
    Seifu, Y
    Severini, TA
    Tanner, MA
    [J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1999, 27 (04): : 719 - 734
  • [34] Smoothing Spline Semiparametric Density Models
    Yu, Jiahui
    Shi, Jian
    Liu, Anna
    Wang, Yuedong
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2022, 117 (537) : 237 - 250
  • [35] NONPARAMETRIC KERNEL ESTIMATION FOR SEMIPARAMETRIC MODELS
    ANDREWS, DWK
    [J]. ECONOMETRIC THEORY, 1995, 11 (03) : 560 - 596
  • [36] Computerassisted semiparametric generalized linear models
    Muller, M
    Ronz, B
    Hardle, W
    [J]. COMPUTATIONAL STATISTICS, 1997, 12 (02) : 153 - 172
  • [37] Approximate standard errors in semiparametric models
    Durban, M
    Hackett, CA
    Currie, ID
    [J]. BIOMETRICS, 1999, 55 (03) : 699 - 703
  • [38] Semiparametric prognosis models in genomic studies
    Ma, Shuangge
    Huang, Jian
    Shi, Mingyu
    Li, Yang
    Shia, Ben-Chang
    [J]. BRIEFINGS IN BIOINFORMATICS, 2010, 11 (04) : 385 - 393
  • [39] Estimation in semiparametric models with missing data
    Song Xi Chen
    Ingrid Van Keilegom
    [J]. Annals of the Institute of Statistical Mathematics, 2013, 65 : 785 - 805
  • [40] A REVIEW OF SEMIPARAMETRIC MIXTURE-MODELS
    LINDSAY, BG
    LESPERANCE, ML
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1995, 47 (1-2) : 29 - 39
12345