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scientific article; zbMATH DE number 1222304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1222304 |
Statements
26 May 1999
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generalized autoregressive conditionally heteroscedastic models
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likelihood principle
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Fisher information
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efficiency gains
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semiparametric estimator
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quasi-maximum likelihood
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