Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
type: Item
instance of: scholarly article
title: Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
zbMATH Open document ID: 1067.62094
author: C. Francq
author: Jean-Michel Zakoïan
published in: Bernoulli
publication date: 2005-02-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 2135435
zbMATH Keywords: asymptotic normality
zbMATH Keywords: GARCH
zbMATH Keywords: heteroskedastic time series
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1093265632
OpenAlex ID: W1994411832
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DOI: 10.3150/BJ/1093265632
description: scientific article; zbMATH DE number 2135435