Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach |
scientific article |
Statements
Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (English)
0 references
26 January 2015
0 references
GARCH-type
0 references
quasilikelihood
0 references
quasi-maximum likelihood
0 references
skewed \(t\)-distribution
0 references
