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zbMath1279.62178MaRDI QIDQ2885074

Mohammed Benmoumen, Jelloul Allal

Publication date: 21 May 2012

Full work available at URL: http://www.pphmj.com/abstract/6477.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Kalman filter quasi-maximum likelihood GARCH models simultaneous perturbation stochastic approximation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Filtering in stochastic control theory (93E11)

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