Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models (Q6190681)
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scientific article; zbMATH DE number 7813767
Language | Label | Description | Also known as |
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English | Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models |
scientific article; zbMATH DE number 7813767 |
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Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models (English)
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6 March 2024
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copulas
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inference
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multivariate GARCH
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