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Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 卷号: 45, 期号: 4, 页码: 1000-1013
Authors:  Pan, Baoguo;  Chen, Min
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
Asymptotic normality  GARCH models  Non stationarity  Quasi-maximum exponential likelihood estimator  Primary 62M10  Secondary 62F12