Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models (Q1931360)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models |
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Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models (English)
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25 January 2013
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ARFIMA-GARCH
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self-weighted quasi-maximum exponential likelihood estimator
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asymptotic normality
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stationarity
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