Generalized Gaussian quasi-maximum likelihood estimation for most common time series

DOI10.1080/03610926.2022.2103148OpenAlexW3044170487MaRDI QIDQ6118258

Jean-Marc Bardet, Yakoub Boularouk

Publication date: 23 February 2024

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2103148

zbMATH Keywords

asymptotic normalitystrong consistencyquasi maximum likelihoodARMA-ARCH processesefficiency of estimators

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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