On estimation in conditional heteroskedastic time series models under non-normal distributions
| Year of publication: |
2008
|
|---|---|
| Authors: | Liu, Shuangzhe ; Heyde, Chris |
| Published in: |
Statistical Papers. - Springer. - Vol. 49.2008, 3, p. 455-469
|
| Publisher: |
Springer |
| Subject: | Heteroskedasticity | Likelihood | BHHH method | Newton-Raphson method |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533879