On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338): Difference between revisions
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Revision as of 09:31, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity |
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On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (English)
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18 June 2009
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CHARMA
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R-ARCH
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CCC
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ARCH-M
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asymptotic variance matrix
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