Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models |
scientific article |
Statements
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (English)
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8 December 2011
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asymptotic normality
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strong consistency
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