Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027)
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scientific article
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| English | Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models |
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Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (English)
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8 December 2011
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asymptotic normality
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strong consistency
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0.9197136759757996
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0.8810532689094543
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0.829034686088562
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0.809325635433197
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0.801630437374115
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