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Mathematical Problems in Engineering
Volume 2014 (2014), Article ID 189426, 17 pages
Research Article

The Profile Likelihood Estimation for Single-Index ARCH(p)-M Model

1School of Economics and Statistics, Guangzhou University, Guangzhou, Guangdong 510006, China
2Center for Statistical Science of Lingnan, Guangzhou University, Guangzhou, Guangdong, 510006, China

Received 8 July 2013; Revised 22 November 2013; Accepted 30 December 2013; Published 20 February 2014

Academic Editor: Xiaojun Wang

Copyright © 2014 Qiang Xiong et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Qiang Xiong, Yuan Li, and XingFa Zhang, “The Profile Likelihood Estimation for Single-Index ARCH(p)-M Model,” Mathematical Problems in Engineering, vol. 2014, Article ID 189426, 17 pages, 2014. doi:10.1155/2014/189426