Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models
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Publication:2454005
DOI10.1016/j.spl.2014.03.027zbMath1288.62132OpenAlexW1995981381MaRDI QIDQ2454005
Publication date: 12 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://strathprints.strath.ac.uk/49282/
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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