The asymptotic convexity of the negative likelihood function of GARCH models
type: Item
instance of: scholarly article
title: The asymptotic convexity of the negative likelihood function of GARCH models
zbMATH Open document ID: 1431.62386
author: B. E. Eshmatov
published in: Computational Statistics and Data Analysis
publication date: 2008-12-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5381573
zbMATH Keywords: GARCH
zbMATH Keywords: convexity
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: iterative algorithm
zbMATH Keywords: convergence
zbMATH Keywords: foreign exchange rates
MaRDI profile type: Publication
full work available at URL: j.csda.2004.08.012
OpenAlex ID: W1968130476
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DOI: 10.1016/J.CSDA.2004.08.012
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description: scientific article; zbMATH DE number 5381573