Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281)
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scientific article; zbMATH DE number 6085409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models |
scientific article; zbMATH DE number 6085409 |
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Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (English)
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23 September 2012
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asymptotic normality
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ARMA-GARCH model
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GARCH model
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quasi-maximum likelihood estimation
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self-weighted estimation
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