Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series (Q2833375): Difference between revisions

@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-319-13881-7_23
+Normal rank
@@ Property / OpenAlex ID @@
+W242913040
@@ Property / OpenAlex ID: W242913040 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
+Normal rank
@@ Property / cites work @@
+Asymptotic inference of unstable periodic ARCH processes
+Normal rank
@@ Property / cites work @@
+Weakly dependent chains with infinite memory
@@ Property / cites work: Weakly dependent chains with infinite memory / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
+Normal rank
@@ Property / cites work @@
+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2833375