On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254): Difference between revisions

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Revision as of 16:31, 28 June 2024

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On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions
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    On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (English)
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    22 September 2008
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    heteroskedasticity
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    likelihood
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    BHHH method
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    Newton-Raphson method
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