Estimating 2-D GARCH models by quasi-maximum of likelihood

DOI10.1080/03610926.2022.2027452OpenAlexW4206241669MaRDI QIDQ6164705

Unnamed Author, Soumia Kharfouchi

Publication date: 28 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2022.2027452

zbMATH Keywords

heteroscedasticityspatial modelquasi-maximum likelihood estimationnonlinear interdependency

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Strictly stationary solutions of spatial ARMA equations
• Cesàro summation for random fields
• Inference for 2-D GARCH models
• The stochastic equation Y_n+1=A_nY_n + B_n with stationary coefficients
• GMM Estimation of 2D-RCA Models With Applications to Texture Image Classification
• Central limit theorem associated with bilinear random fields
• Speckle Suppression in SAR Images Using the 2-D GARCH Model

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