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Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations - MaRDI portal

Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations (Q5225252)

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scientific article; zbMATH DE number 7083506
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Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations
scientific article; zbMATH DE number 7083506

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    Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations (English)
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    19 July 2019
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    pseudo-maximum likelihood
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    transformation model
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    identification
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    consistency
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    stochastic volatility
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    conditional heteroscedasticity
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    spatial interactions
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