The convergence of optimization based GARCH estimators: theory and application
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Publication:3298636
DOI10.1007/978-3-7908-1709-6_39zbMath1437.62052OpenAlexW58581077MaRDI QIDQ3298636
Peter Winker, Dietmar G. Maringer
Publication date: 15 July 2020
Published in: Compstat 2006 - Proceedings in Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-7908-1709-6_39
Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Uses Software
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