scientific article; zbMATH DE number 2002583
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Publication:4435426
zbMath1064.90043MaRDI QIDQ4435426
Aslihan Altay-Salih, Sven Leyffer, Mustafa Çelebi Pinar
Publication date: 10 November 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood estimationmultivariate GARCHtime series econometricsvolatility estimationconstrained nonlinear programming
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Applications of mathematical programming (90C90) Nonlinear programming (90C30)
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