Generalized Gaussian quasi-maximum likelihood estimation for most common time series (Q6118258)
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scientific article; zbMATH DE number 7808608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Gaussian quasi-maximum likelihood estimation for most common time series |
scientific article; zbMATH DE number 7808608 |
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Generalized Gaussian quasi-maximum likelihood estimation for most common time series (English)
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23 February 2024
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quasi maximum likelihood
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efficiency of estimators
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strong consistency
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asymptotic normality
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ARMA-ARCH processes
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