Asymptotic quasi-likelihood based on kernel smoothing for multivariate heteroskedastic models with correlation (Q3104338)
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scientific article; zbMATH DE number 5990023
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| English | Asymptotic quasi-likelihood based on kernel smoothing for multivariate heteroskedastic models with correlation |
scientific article; zbMATH DE number 5990023 |
Statements
Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation (English)
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19 December 2011
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martingales
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0.7758074998855591
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0.7604078650474548
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0.7489856481552124
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0.7438837885856628
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0.7437310814857483
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