Standard Laplace quasi-maximum likelihood estimator for GARCH processes (Q6171872)
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scientific article; zbMATH DE number 7713876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Standard Laplace quasi-maximum likelihood estimator for GARCH processes |
scientific article; zbMATH DE number 7713876 |
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Standard Laplace quasi-maximum likelihood estimator for GARCH processes (English)
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18 July 2023
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Laplace quasi-maximum likelihood estimator
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strong consistency
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asymptotic normality
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GARCH processes
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0.96702397
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0.9281323
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0.9270271
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0.9252819
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0.9227102
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