Pages that link to "Item:Q2886974"
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The following pages link to THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR (Q2886974):
Displayed 3 items.
- A note on the representation of \({E\left({{\mathbf {x}}}\otimes {{\mathbf {xx}}}^{\prime}\right) }\) and \({E\left({{\mathbf {xx}}}^{\prime }\otimes {{\mathbf {xx}}}^{\prime }\right)}\) for the random vector \(\mathbf{x}\) (Q1926082) (← links)
- Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (Q4605236) (← links)
- Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations (Q5088100) (← links)