Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110)
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English | Feasible optimum Godambe scores for a semi-parametric GARCH time series |
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Feasible optimum Godambe scores for a semi-parametric GARCH time series (English)
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9 February 2017
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feasible score
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GARCH
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optimum godambe score
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quasi-maximum likelihood
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