ar(p) model |
3 |
bootstrap method |
3 |
buffered ar model |
3 |
buffered ar(p) model |
3 |
buffered ar-garch model |
3 |
e-learning |
3 |
exchange rate |
3 |
face-to-face learning |
3 |
garch model |
3 |
likelihood ratio test |
3 |
marked empirical process |
3 |
nonlinear time series |
3 |
online teaching |
3 |
randomized controlled experiment |
3 |
teaching effectiveness |
3 |
threshold ar model |
3 |
threshold ar(p) model |
3 |
asymmetric innovation |
2 |
conditionally heteroscedastic model |
2 |
exchange rates |
2 |
leptokurtic innovation |
2 |
non-gaussian qmle |
2 |
pearsonian qmle |
2 |
pearson’s type iv distribution |
2 |
stock indexes |
2 |
arch-type model |
1 |
arma-garch model |
1 |
arma-garch/igarch model |
1 |
asymptotic normality |
1 |
double ar(p) model |
1 |
global self-weighted/local quasi-maximum exponential likelihood estimator |
1 |
heavy-tailed innovation |
1 |
lad estimator |
1 |
mixed portmanteau test |
1 |
model diagnostics |
1 |
qmele and strong consistency |
1 |
quasi-maximum exponential likelihood estimator |
1 |
sign-based portmanteau test |
1 |
strong consistency |
1 |