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Latest revision as of 13:17, 9 July 2024

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Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach
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    Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (English)
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    26 January 2015
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    GARCH-type
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    quasilikelihood
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    quasi-maximum likelihood
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    skewed \(t\)-distribution
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