Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B82 / rank | |||
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| Property / zbMATH DE Number: 6085409 / rank | |||
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asymptotic normality | |||
| Property / zbMATH Keywords: asymptotic normality / rank | |||
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ARMA-GARCH model | |||
| Property / zbMATH Keywords: ARMA-GARCH model / rank | |||
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GARCH model | |||
| Property / zbMATH Keywords: GARCH model / rank | |||
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quasi-maximum likelihood estimation | |||
| Property / zbMATH Keywords: quasi-maximum likelihood estimation / rank | |||
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self-weighted estimation | |||
| Property / zbMATH Keywords: self-weighted estimation / rank | |||
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Revision as of 11:26, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models |
scientific article |
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Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (English)
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23 September 2012
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asymptotic normality
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ARMA-GARCH model
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GARCH model
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quasi-maximum likelihood estimation
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self-weighted estimation
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