The asymptotic convexity of the negative likelihood function of GARCH models (Q959162)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic convexity of the negative likelihood function of GARCH models |
scientific article |
Statements
The asymptotic convexity of the negative likelihood function of GARCH models (English)
0 references
11 December 2008
0 references
GARCH
0 references
convexity
0 references
maximum likelihood estimation
0 references
iterative algorithm
0 references
convergence
0 references
foreign exchange rates
0 references
0 references
0 references
0 references
