Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:30, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes |
scientific article |
Statements
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (English)
0 references
21 February 2005
0 references
asymptotic normality
0 references
GARCH
0 references
heteroskedastic time series
0 references
