Estimating \(\operatorname{GARCH}(1, 1)\) in the presence of missing data
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Publication:6138583
DOI10.1214/23-AOAS1734OpenAlexW4386520750MaRDI QIDQ6138583
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Publication date: 16 January 2024
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/23-aoas1734
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- A Simplex Method for Function Minimization
- Remarks on a Multivariate Transformation
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