QMLE for Quadratic ARCH Model with Long Memory (Q5283410)
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scientific article; zbMATH DE number 6751213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QMLE for Quadratic ARCH Model with Long Memory |
scientific article; zbMATH DE number 6751213 |
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QMLE for Quadratic ARCH Model with Long Memory (English)
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21 July 2017
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quadratic ARCH process
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LARCH model
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long memory
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parametric estimation
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quasi-maximum likelihood
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