Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models |
scientific article |
Statements
Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (English)
0 references
12 June 2014
0 references
NM-QMLE
0 references
consistency
0 references
