Asymptotics of the QMLE for Non-Linear ARCH Models (Q4928509): Difference between revisions

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Revision as of 18:05, 5 March 2024

scientific article; zbMATH DE number 6176275
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English
Asymptotics of the QMLE for Non-Linear ARCH Models
scientific article; zbMATH DE number 6176275

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    Asymptotics of the QMLE for Non-Linear ARCH Models (English)
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    14 June 2013
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    nonlinear
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    quasi maximum likelihood estimators
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