Standard Laplace quasi-maximum likelihood estimator for GARCH processes (Q6171872): Difference between revisions

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+Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes
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+Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
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+GARCH processes: structure and estimation
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+Normal rank
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+Generalized autoregressive conditional heteroscedasticity
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+Quasi-maximum likelihood estimation of GARCH with student distributed noise
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
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+The efficiency of the estimators of the parameters in GARCH processes.
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+An Inequality and Almost Sure Convergence
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+Normal rank
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+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
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+Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models
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