The efficiency of the estimators of the parameters in GARCH processes. (Q1879947)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The efficiency of the estimators of the parameters in GARCH processes. |
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The efficiency of the estimators of the parameters in GARCH processes. (English)
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15 September 2004
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GARCH(p,q) sequence
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quasi-maximum likelihood
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asymptotic normality
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asymptotic covariance matrix
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Fisher information number
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