Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models (Q2362685)
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scientific article; zbMATH DE number 6741637
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| English | Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models |
scientific article; zbMATH DE number 6741637 |
Statements
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models (English)
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11 July 2017
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asymptotic normality
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consistency
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count time series
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duration models
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GARCH models
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Kullback-Leibler divergence
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maximum likelihood
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stationarity
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0.8402295112609863
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0.8211700320243835
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0.8165110349655151
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0.8050505518913269
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