On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:07, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity |
scientific article |
Statements
On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (English)
0 references
18 June 2009
0 references
CHARMA
0 references
R-ARCH
0 references
CCC
0 references
ARCH-M
0 references
asymptotic variance matrix
0 references
