Add to ORKGThis note can be considered as a continuation of a nice paper from Francq and Zakoian (2012) concerning with strict stationarity testing and estimation of GARCH models. We compute the asymptotic variances of the quasi-maximum likelihood estimators for stationary GARCH models
ABSTRACT. In setting up the (quasi) maximum likelihood (QML) estimation of the unknown parame-ters o...
AbstractThe asymptotic distribution of the quasi-maximum likelihood (QML) estimator is established f...
AbstractWe provide in this paper asymptotic theory for the multivariate GARCH(p,q) process. Strong c...
This note can be considered as a continuation of a nice paper from Francq and Zakoian (2012) concern...
This note can be considered as a continuation of a nice paper from Francq and Zakoian (2012) concern...
This note can be considered as a continuation of a nice paper from Francq and Zakoian (2012) concern...
This note can be considered as a continuation of a nice paper from Francq and Zakoian (2012) concern...
This note can be considered as a continuation of a nice paper from Francq and Zakoian (2012) concer...
<div><p>This article investigates the asymptotic properties of the Gaussian quasi-maximum-likelihood...
We provide three new results concerning quasi-maximum likelihood (QML) estimators in generalized aut...
In setting up the (quasi) maximum likelihood (QML) estimation of the unknown parameters of a GARCH m...
We provide three new results concerning quasi-maximum likelihood (QML) estimators in generalized aut...
AbstractThe asymptotic distribution of the quasi-maximum likelihood (QML) estimator is established f...
We provide three new results concerning quasi-maximum likelihood (QML) estimators in generalized aut...
We provide three new results concerning quasi-maximum likelihood (QML) estimators in generalized aut...
ABSTRACT. In setting up the (quasi) maximum likelihood (QML) estimation of the unknown parame-ters o...
AbstractThe asymptotic distribution of the quasi-maximum likelihood (QML) estimator is established f...
AbstractWe provide in this paper asymptotic theory for the multivariate GARCH(p,q) process. Strong c...
This note can be considered as a continuation of a nice paper from Francq and Zakoian (2012) concern...
This note can be considered as a continuation of a nice paper from Francq and Zakoian (2012) concern...
This note can be considered as a continuation of a nice paper from Francq and Zakoian (2012) concern...
This note can be considered as a continuation of a nice paper from Francq and Zakoian (2012) concern...
This note can be considered as a continuation of a nice paper from Francq and Zakoian (2012) concer...
<div><p>This article investigates the asymptotic properties of the Gaussian quasi-maximum-likelihood...
We provide three new results concerning quasi-maximum likelihood (QML) estimators in generalized aut...
In setting up the (quasi) maximum likelihood (QML) estimation of the unknown parameters of a GARCH m...
We provide three new results concerning quasi-maximum likelihood (QML) estimators in generalized aut...
AbstractThe asymptotic distribution of the quasi-maximum likelihood (QML) estimator is established f...
We provide three new results concerning quasi-maximum likelihood (QML) estimators in generalized aut...
We provide three new results concerning quasi-maximum likelihood (QML) estimators in generalized aut...
ABSTRACT. In setting up the (quasi) maximum likelihood (QML) estimation of the unknown parame-ters o...
AbstractThe asymptotic distribution of the quasi-maximum likelihood (QML) estimator is established f...
AbstractWe provide in this paper asymptotic theory for the multivariate GARCH(p,q) process. Strong c...