On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338)
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scientific article; zbMATH DE number 5566449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity |
scientific article; zbMATH DE number 5566449 |
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On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (English)
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18 June 2009
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CHARMA
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R-ARCH
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CCC
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ARCH-M
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asymptotic variance matrix
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