Standard Laplace quasi-maximum likelihood estimator for GARCH processes (Q6171872)
From MaRDI portal
scientific article; zbMATH DE number 7713876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Standard Laplace quasi-maximum likelihood estimator for GARCH processes |
scientific article; zbMATH DE number 7713876 |
Statements
Standard Laplace quasi-maximum likelihood estimator for GARCH processes (English)
0 references
18 July 2023
0 references
Laplace quasi-maximum likelihood estimator
0 references
strong consistency
0 references
asymptotic normality
0 references
GARCH processes
0 references
0 references
0 references
0 references
0 references
