scientific article; zbMATH DE number 1222304
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Publication:4217814
zbMath0912.62126MaRDI QIDQ4217814
Jeffrey S. Racine, Gloria González-Rivera
Publication date: 26 May 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fisher informationquasi-maximum likelihoodlikelihood principlesemiparametric estimatorefficiency gainsgeneralized autoregressive conditionally heteroscedastic models
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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