The convergence of estimators based on heuristics: theory and application to a GARCH model
| Year of publication: |
2009
|
|---|---|
| Authors: | Winker, Peter ; Maringer, Dietmar |
| Published in: |
Computational Statistics. - Springer. - Vol. 24.2009, 3, p. 533-550
|
| Publisher: |
Springer |
| Subject: | GARCH | Threshold accepting | Optimization heuristics | Convergence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005029236