On estimation in conditional heteroskedastic time series models under non-normal distributions

Shuangzhe Liu; Chris C. Heyde

Year of publication:	2008
Authors:	Liu, Shuangzhe ; Heyde, Chris C.
Published in:	Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 49.2008, 3, p. 455-469
Subject:	Newton-Raphson method \| Heteroskedastizität \| Heteroscedasticity \| Zeitreihenanalyse \| Time series analysis \| Statistische Verteilung \| Statistical distribution \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Theorie \| Theory

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