Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model
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Publication:2807747
DOI10.1080/03610926.2013.851225zbMath1343.62070OpenAlexW2075721156MaRDI QIDQ2807747
Publication date: 25 May 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.851225
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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