Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models (Q2362685)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models |
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Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models (English)
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11 July 2017
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asymptotic normality
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consistency
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count time series
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duration models
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GARCH models
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Kullback-Leibler divergence
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maximum likelihood
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stationarity
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