Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981): Difference between revisions

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Latest revision as of 14:47, 25 June 2024

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Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
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    Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (English)
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    12 March 2007
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    EGARCH
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    stationarity
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    invertibility
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    consistency
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    asymptotic normality
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    asymmetric GARCH
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    exponential GARCH
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