On estimation in conditional heteroskedastic time series models under non-normal distributions
Shuangzhe Liu; Chris C. Heyde
| Year of publication: |
2008
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|---|---|
| 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
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| Subject: | Newton-Raphson method | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003715360