Normalité asymptotique de l'estimateur du pseudo-maximum de vraisemblance d'un modèle GARCH (Q4511649): Difference between revisions

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Revision as of 16:11, 5 March 2024

scientific article; zbMATH DE number 1523676
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English
Normalité asymptotique de l'estimateur du pseudo-maximum de vraisemblance d'un modèle GARCH
scientific article; zbMATH DE number 1523676

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    Normalité asymptotique de l'estimateur du pseudo-maximum de vraisemblance d'un modèle GARCH (English)
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    18 January 2001
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    asymptotic Gaussianity
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    quasi-maximum likelihood estimator
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    GARCH(p,q) model
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