Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (Q4605236): Difference between revisions
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Revision as of 01:40, 20 March 2024
scientific article; zbMATH DE number 6841788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations |
scientific article; zbMATH DE number 6841788 |
Statements
Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (English)
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21 February 2018
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asymptotic normality
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pseudo-maximum likelihood estimator
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quadratic exponential family
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univariate GARCH(2,2) model
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martingales
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