Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105): Difference between revisions

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-Jean-Michel Zakoian
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+Jean-Michel Zakoian
@@ Property / author: Jean-Michel Zakoian / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.3150/bj/1093265632
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+W1994411832
@@ Property / OpenAlex ID: W1994411832 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation When a Parameter is on a Boundary
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+The rate of consistency of the quasi-maximum likelihood estimator.
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+GARCH processes: structure and estimation
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+The Lindeberg-Levy Theorem for Martingales
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+Q4836494
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+Publication:1763105