Estimating 2-D GARCH models by quasi-maximum of likelihood (Q6164705)
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scientific article; zbMATH DE number 7720157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating 2-D GARCH models by quasi-maximum of likelihood |
scientific article; zbMATH DE number 7720157 |
Statements
Estimating 2-D GARCH models by quasi-maximum of likelihood (English)
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28 July 2023
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spatial model
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nonlinear interdependency
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quasi-maximum likelihood estimation
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heteroscedasticity
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