Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency (Q5177947)
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scientific article; zbMATH DE number 6412963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency |
scientific article; zbMATH DE number 6412963 |
Statements
Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency (English)
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9 March 2015
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ARMA
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ARMA-GARCH
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consistency
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GARCH
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log-concavity
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maximum likelihood
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semiparametric
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shape constraint
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time series
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