Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero |
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Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (English)
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20 August 2007
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boundary of the parameter space
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conditional heteroskedasticity
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GARCH model
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quasi-maximum likelihood estimation
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non-normal asymptotic distribution
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