BOOK-CHAPTER
Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models
Year: 2006 Lecture notes in statistics Pages: 141-168 Publisher: Springer Nature
Keywords:
Heteroscedasticity Series (stratigraphy) Maximum likelihood Estimation Mathematics Econometrics Statistics Maximum likelihood sequence estimation Time series Applied mathematics Economics Geology
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Citation History
Topics
Forecasting Techniques and Applications
Social Sciences → Decision Sciences → Management Science and Operations Research
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Fault Detection and Control Systems
Physical Sciences → Engineering → Control and Systems Engineering
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