Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models
type: Item
instance of: scholarly article
title: Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models
zbMATH Open document ID: 1485.62132
author: Haiyan Xuan
author: Lixin Song
author: Muhammad Amin
author: Yongxia Shi
published in: Open Mathematics
publication date: 2018-02-15T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6839620
zbMATH Keywords: asymptotic normality
zbMATH Keywords: GARCH model
zbMATH Keywords: Laplace \((1,1)\)
zbMATH Keywords: quasi-maximum likelihood estimator
zbMATH Keywords: strong consistency
MaRDI profile type: Publication
full work available at URL: math-2017-0131
OpenAlex ID: W2789620064
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DOI: 10.1515/MATH-2017-0131
description: scientific article; zbMATH DE number 6839620