Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models |
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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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