Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782)
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scientific article; zbMATH DE number 5963345
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| English | Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models |
scientific article; zbMATH DE number 5963345 |
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Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (English)
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25 October 2011
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likelihood
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BHHH method
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Newton-Raphson method
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scoring method
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0.7499950528144836
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0.7410433292388916
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0.732636034488678
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0.731072723865509
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