Pages that link to "Item:Q4598614"
From MaRDI portal
The following pages link to Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties (Q4598614):
Displaying 5 items.
- Pseudo maximum likelihood estimation: The asymptotic distribution (Q1073485) (← links)
- Likelihood stabilization for ill-conditioned vector GARCH models (Q2430220) (← links)
- The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations (Q4563528) (← links)
- Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (Q4605236) (← links)
- Pseudo‐likelihood estimation in ARCH models (Q5443826) (← links)