Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series (Q2833375): Difference between revisions
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| Property / cites work: Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes / rank | |||
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| Property / cites work: Asymptotic inference of unstable periodic ARCH processes / rank | |||
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| Property / cites work: Weakly dependent chains with infinite memory / rank | |||
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| Property / cites work: Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes / rank | |||
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| Property / cites work: Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach / rank | |||
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Latest revision as of 23:06, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series |
scientific article |
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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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