Quasi-maximum likelihood estimation of GARCH with student distributed noise (Q5082606)
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scientific article; zbMATH DE number 7545605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum likelihood estimation of GARCH with student distributed noise |
scientific article; zbMATH DE number 7545605 |
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Quasi-maximum likelihood estimation of GARCH with student distributed noise (English)
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21 June 2022
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asymptotic normality
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consistency
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GARCH process
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