Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981): Difference between revisions
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Revision as of 17:20, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach |
scientific article |
Statements
Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (English)
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12 March 2007
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EGARCH
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stationarity
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invertibility
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consistency
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asymptotic normality
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asymmetric GARCH
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exponential GARCH
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