Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations (Q5088100)
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 and asymptotic results of the GARCH (1, 2) Model under dependent innovations |
scientific article; zbMATH DE number 7552789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations |
scientific article; zbMATH DE number 7552789 |
Statements
Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations (English)
0 references
4 July 2022
0 references
asymptotic normality
0 references
consistency
0 references
dependent innovations
0 references
GARCH model
0 references
Monte Carlo results
0 references
pseudo-maximum likelihood
0 references
quadratic exponential families
0 references
0 references
0 references
0 references
0 references
