Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (Q4031295): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances |
scientific article |
Statements
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (English)
0 references
1 April 1993
0 references
