On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254)
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scientific article; zbMATH DE number 5345709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions |
scientific article; zbMATH DE number 5345709 |
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On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (English)
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22 September 2008
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heteroskedasticity
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likelihood
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BHHH method
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Newton-Raphson method
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