Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency comparisons of maximum-likelihood-based estimators in GARCH models |
scientific article |
Statements
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (English)
0 references
13 August 2000
0 references
Fisher information matrix
0 references
MLE
0 references
QMLE
0 references
semiparametric estimation
0 references
