Likelihood stabilization for ill-conditioned vector GARCH models
| Year of publication: |
2009
|
|---|---|
| Authors: | Jerez, Miguel ; Casals, José ; Sotoca, Sonia |
| Published in: |
Computational Statistics. - Springer. - Vol. 24.2009, 1, p. 15-35
|
| Publisher: |
Springer |
| Subject: | Vector GARCH | Maximum-likelihood | Likelihood stabilization |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613219