Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations (Q5088100)
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scientific article; zbMATH DE number 7552789
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English | Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations |
scientific article; zbMATH DE number 7552789 |
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Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations (English)
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4 July 2022
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asymptotic normality
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consistency
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dependent innovations
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GARCH model
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Monte Carlo results
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pseudo-maximum likelihood
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quadratic exponential families
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