Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach |
scientific article |
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Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (English)
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26 January 2015
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GARCH-type
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quasilikelihood
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quasi-maximum likelihood
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skewed \(t\)-distribution
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