Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005)
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scientific article; zbMATH DE number 6303431
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| English | Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models |
scientific article; zbMATH DE number 6303431 |
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Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (English)
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12 June 2014
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NM-QMLE
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consistency
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0.9495528
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0.90972036
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0.8758942
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0.87316716
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0.8727577
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0.87176526
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