The convergence of estimators based on heuristics: theory and application to a GARCH model
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Publication:964667
DOI10.1007/s00180-008-0145-5zbMath1198.62115OpenAlexW2050499439MaRDI QIDQ964667
Dietmar G. Maringer, Peter Winker
Publication date: 22 April 2010
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-008-0145-5
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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Statistical and computational tradeoff in genetic algorithm-based estimation ⋮ Convergence of Heuristic-based Estimators of the GARCH Model
Uses Software
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