Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411): Difference between revisions
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Property / zbMATH DE Number: 6592775 / rank | |||
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block bootstrap | |||
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Edgeworth expansion | |||
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higher order refinements | |||
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quasi maximum likelihood | |||
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GARCH | |||
Property / zbMATH Keywords: GARCH / rank | |||
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Revision as of 21:44, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Bootstrap refinements for QML estimators of the GARCH(1,1) parameters |
scientific article |
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Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (English)
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13 June 2016
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block bootstrap
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Edgeworth expansion
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higher order refinements
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quasi maximum likelihood
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GARCH
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