Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105)
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scientific article; zbMATH DE number 2135435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes |
scientific article; zbMATH DE number 2135435 |
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Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (English)
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21 February 2005
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asymptotic normality
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GARCH
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heteroskedastic time series
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