Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411)
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scientific article; zbMATH DE number 6592775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap refinements for QML estimators of the GARCH(1,1) parameters |
scientific article; zbMATH DE number 6592775 |
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Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (English)
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13 June 2016
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block bootstrap
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Edgeworth expansion
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higher order refinements
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quasi maximum likelihood
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GARCH
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