Inference for 2-D GARCH models (Q2251693)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for 2-D GARCH models |
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Inference for 2-D GARCH models (English)
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15 July 2014
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spatial model
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nonlinear interdependency
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local asymptotic normality
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maximum likelihood estimation
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heteroscedasticity
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