Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (Q2500446)
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| English | Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models |
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Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (English)
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24 August 2006
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ARCH\((\infty)\) models
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pseudo-maximum likelihood estimation
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asymptotic inference
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0.8729378581047058
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0.8580389618873596
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0.853040337562561
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0.8420721888542175
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0.8381398916244507
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