On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model
type: Item
instance of: scholarly article
title: On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model
zbMATH Open document ID: 1462.62168
DOI: 10.1080/03610926.2012.667482
author: Jiro Hodoshima
publication date: 2016-06-28T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 6599069
zbMATH Keywords: conditional variance
zbMATH Keywords: degrees of freedom
zbMATH Keywords: \(t\) distribution
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2012.667482
OpenAlex ID: W1990681008
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published in: Communications in Statistics. Theory and Methods
description: scientific article; zbMATH DE number 6599069