Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612): Difference between revisions
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| Property / author: Sumit K. Garg / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P10 / rank | |||
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| Property / zbMATH DE Number: 6390578 / rank | |||
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GARCH-type | |||
| Property / zbMATH Keywords: GARCH-type / rank | |||
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quasilikelihood | |||
| Property / zbMATH Keywords: quasilikelihood / rank | |||
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quasi-maximum likelihood | |||
| Property / zbMATH Keywords: quasi-maximum likelihood / rank | |||
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skewed \(t\)-distribution | |||
| Property / zbMATH Keywords: skewed \(t\)-distribution / rank | |||
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Revision as of 21:09, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach |
scientific article |
Statements
Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (English)
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26 January 2015
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GARCH-type
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quasilikelihood
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quasi-maximum likelihood
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skewed \(t\)-distribution
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