ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS (Q2845022)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS |
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ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS (English)
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22 August 2013
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consistency
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asymptotic normality
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Gaussian quasi-maximum likelihood estimator
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multivariate ARCH(1) model
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moment conditions
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