Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (Q4605236)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations |
scientific article; zbMATH DE number 6841788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations |
scientific article; zbMATH DE number 6841788 |
Statements
Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (English)
0 references
21 February 2018
0 references
asymptotic normality
0 references
pseudo-maximum likelihood estimator
0 references
quadratic exponential family
0 references
univariate GARCH(2,2) model
0 references
martingales
0 references
0 references
0 references
0 references
