Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6303431
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models |
scientific article; zbMATH DE number 6303431 |
Statements
Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (English)
0 references
12 June 2014
0 references
NM-QMLE
0 references
consistency
0 references
0 references
0 references
0 references
0 references
0 references
0.9495528
0 references
0.90972036
0 references
0.8758942
0 references
0.87316716
0 references
0.8727577
0 references
0.87176526
0 references
