A Tour in the Asymptotic Theory of GARCH Estimation (Q3646950): Difference between revisions
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Latest revision as of 14:19, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Tour in the Asymptotic Theory of GARCH Estimation |
scientific article |
Statements
A Tour in the Asymptotic Theory of GARCH Estimation (English)
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27 November 2009
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ARMA models
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least absolute deviation estimators
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Whittle estimator
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moment estimators
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quasi maximum likelihood estimation
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