Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties (Q4598614): Difference between revisions
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Revision as of 16:31, 5 March 2024
scientific article; zbMATH DE number 6818897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties |
scientific article; zbMATH DE number 6818897 |
Statements
Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties (English)
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15 December 2017
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pseudo-maximum-likelihood
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estimation-strong consistency-GARCH (1,1)
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asymptotic normality
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Martingales' techniques
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