Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes |
scientific article; zbMATH DE number 2135435
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes |
scientific article; zbMATH DE number 2135435 |
Statements
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (English)
0 references
21 February 2005
0 references
asymptotic normality
0 references
GARCH
0 references
heteroskedastic time series
0 references
0 references
0 references
0 references
0.8791281580924988
0 references
0.8747234344482422
0 references
0.8732762932777405
0 references
0.8688243627548218
0 references
0.8676537275314331
0 references
