Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105): Difference between revisions

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Latest revision as of 09:22, 11 December 2024

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Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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    Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (English)
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    21 February 2005
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    asymptotic normality
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    GARCH
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    heteroskedastic time series
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