On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:14, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions |
scientific article |
Statements
On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (English)
0 references
22 September 2008
0 references
heteroskedasticity
0 references
likelihood
0 references
BHHH method
0 references
Newton-Raphson method
0 references
