Normalité asymptotique de l'estimateur du pseudo-maximum de vraisemblance d'un modèle GARCH (Q4511649): Difference between revisions
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Latest revision as of 09:50, 30 July 2024
scientific article; zbMATH DE number 1523676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normalité asymptotique de l'estimateur du pseudo-maximum de vraisemblance d'un modèle GARCH |
scientific article; zbMATH DE number 1523676 |
Statements
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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