Normal mixture quasi-maximum likelihood estimator for GARCH models (Q3552956)
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scientific article; zbMATH DE number 5697607
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| English | Normal mixture quasi-maximum likelihood estimator for GARCH models |
scientific article; zbMATH DE number 5697607 |
Statements
22 April 2010
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generalized autoregressive conditional heteroscedastic time series
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asymptotic normality
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consistency
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EM-algorithm
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0.8471012115478516
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0.8411012291908264
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0.8221108317375183
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0.8157758712768555
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0.8075410723686218
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