Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficiency comparisons of maximum-likelihood-based estimators in GARCH models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency comparisons of maximum-likelihood-based estimators in GARCH models |
scientific article |
Statements
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (English)
0 references
13 August 2000
0 references
Fisher information matrix
0 references
MLE
0 references
QMLE
0 references
semiparametric estimation
0 references
