Asymptotics of the QMLE for Non-Linear ARCH Models (Q4928509): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2202/1941-1928.1001 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2029255420 / rank | |||
Normal rank | |||
Latest revision as of 22:27, 19 March 2024
scientific article; zbMATH DE number 6176275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the QMLE for Non-Linear ARCH Models |
scientific article; zbMATH DE number 6176275 |
Statements
Asymptotics of the QMLE for Non-Linear ARCH Models (English)
0 references
14 June 2013
0 references
nonlinear
0 references
quasi maximum likelihood estimators
0 references
