Maximum likelihood estimation for score-driven models (Q2116342)
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scientific article; zbMATH DE number 7491163
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Maximum likelihood estimation for score-driven models |
scientific article; zbMATH DE number 7491163 |
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Maximum likelihood estimation for score-driven models (English)
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16 March 2022
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time-varying parameters
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Markov processes
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stationarity
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invertibility
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consistency
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asymptotic normality
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