Pages that link to "Item:Q488612"
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The following pages link to Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612):
Displaying 5 items.
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
- QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433) (← links)
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
- Standard Laplace quasi-maximum likelihood estimator for GARCH processes (Q6171872) (← links)