BOOK-CHAPTER
Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach
Year: 2006 Lecture notes in statistics Pages: 85-140 Publisher: Springer Nature
Keywords:
Heteroscedasticity Series (stratigraphy) Estimation Maximum likelihood Mathematics Applied mathematics Econometrics Time series Statistics Economics Geology
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Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Forecasting Techniques and Applications
Social Sciences → Decision Sciences → Management Science and Operations Research
Fault Detection and Control Systems
Physical Sciences → Engineering → Control and Systems Engineering
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