Maximum likelihood estimation for score-driven models (Q2116342)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum likelihood estimation for score-driven models |
scientific article; zbMATH DE number 7491163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for score-driven models |
scientific article; zbMATH DE number 7491163 |
Statements
Maximum likelihood estimation for score-driven models (English)
0 references
16 March 2022
0 references
time-varying parameters
0 references
Markov processes
0 references
stationarity
0 references
invertibility
0 references
consistency
0 references
asymptotic normality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
