Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models (Q4340689): Difference between revisions
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Latest revision as of 22:03, 19 March 2024
scientific article; zbMATH DE number 1019852
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models |
scientific article; zbMATH DE number 1019852 |
Statements
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models (English)
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18 September 1997
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conditional heteroskedasticity
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consistency
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time-varying conditional variance models
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quasimaximum-likelihood estimator
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identification
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conditional mean
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symmetry
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GARCH process
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