Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models (Q1698475)
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scientific article; zbMATH DE number 6839620
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| English | Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models |
scientific article; zbMATH DE number 6839620 |
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Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models (English)
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15 February 2018
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asymptotic normality
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GARCH model
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Laplace \((1,1)\)
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quasi-maximum likelihood estimator
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strong consistency
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0.8523235321044922
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0.8516315817832947
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0.8490990400314331
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0.8414207696914673
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