Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood (Q2830196)
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scientific article; zbMATH DE number 6650013
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood |
scientific article; zbMATH DE number 6650013 |
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Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood (English)
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9 November 2016
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adaptive estimator
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GARCH model
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heavy-tailed error
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quasi likelihood
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