Consistent non-Gaussian pseudo maximum likelihood estimators
DOI10.1016/j.jeconom.2019.05.017zbMath1456.62189OpenAlexW2786990093WikidataQ127454686 ScholiaQ127454686MaRDI QIDQ2280575
Enrique Sentana, Gabriele Fiorentini
Publication date: 19 December 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://local.disia.unifi.it/wp_disia/2018/wp_disia_2018_01.pdf
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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