搜索结果: 1-1 共查到“统计学 weighted bootstrap”相关记录1条 . 查询时间(0.078 秒)
Weighted bootstrap in GARCH models
asymptotic distribution bootstrap confidence region,GARCH model quasi maximum likelihood
2012/11/22
GARCH models are useful tools in the investigation of phenomena, where volatility changes are prominent features, like most financial data. The parameter estimation via quasi maximum likelihood (QMLE)...