Work

Valid Post‐Averaging Inference in AR‐G/GARCH Models

Year: 2025

Type: article

Source: Journal of Time Series Analysis

DOI: 10.1111/jtsa.12827

Author: Hsin‐Chieh Wong

Institution: National Taipei University

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

Funder: National Science and Technology Council

Awards: Consistent Autoregressive Estimates under Garch-Type Noises, Model Averaging Predictor in an Infinite-Order Autoregressive Process

OpenAlex ID: W4408320681

FWCI:

Cites: 49

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Related to: 10