Asymptotics of the QMLE for Non-Linear ARCH Models (Q4928509)
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scientific article; zbMATH DE number 6176275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the QMLE for Non-Linear ARCH Models |
scientific article; zbMATH DE number 6176275 |
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Asymptotics of the QMLE for Non-Linear ARCH Models (English)
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14 June 2013
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nonlinear
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quasi maximum likelihood estimators
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