Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency comparisons of maximum-likelihood-based estimators in GARCH models |
scientific article |
Statements
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (English)
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13 August 2000
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Fisher information matrix
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MLE
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QMLE
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semiparametric estimation
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