Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series (Q2833375): Difference between revisions
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Revision as of 08:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series |
scientific article |
Statements
Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series (English)
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18 November 2016
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quasi-maximum likelihood estimator
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multivariate nonlinear periodic AR(\(\infty\))-ARCH(\(\infty\)) process
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ergodic causal time series
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