Quasi-maximum likelihood estimation of periodic autoregressive, conditionally heteroscedastic time series (Q2833375)
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scientific article; zbMATH DE number 6654358
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| English | Quasi-maximum likelihood estimation of periodic autoregressive, conditionally heteroscedastic time series |
scientific article; zbMATH DE number 6654358 |
Statements
Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series (English)
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18 November 2016
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quasi-maximum likelihood estimator
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multivariate nonlinear periodic AR(\(\infty\))-ARCH(\(\infty\)) process
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ergodic causal time series
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0.8903974294662476
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0.8580923080444336
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0.8510735034942627
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0.8427283763885498
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0.8407356142997742
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