Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations (Q5225252)
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scientific article; zbMATH DE number 7083506
Language | Label | Description | Also known as |
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English | Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations |
scientific article; zbMATH DE number 7083506 |
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Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations (English)
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19 July 2019
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pseudo-maximum likelihood
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transformation model
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identification
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consistency
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stochastic volatility
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conditional heteroscedasticity
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spatial interactions
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