Normal mixture quasi maximum likelihood estimation for non stationary TGARCH(1,1) models
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Year
: 2014DOI: 10.1016/j.spl.2014.03.027
Keyword(s): Non,NM,Consistency
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Normal mixture quasi maximum likelihood estimation for non stationary TGARCH(1,1) models
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| contributor author | Wang, Hui - Pan, Jiazhu | |
| date accessioned | 2020-03-12T16:46:45Z | |
| date available | 2020-03-12T16:46:45Z | |
| date issued | 2014 | |
| identifier issn | 0167-7152 | |
| identifier other | 10.1016-j.spl.2014.03.027.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/932882?locale-attribute=en | |
| format | general | |
| language | English | |
| publisher | Elsevier Science | |
| title | Normal mixture quasi maximum likelihood estimation for non stationary TGARCH(1,1) models | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 7680368 | |
| subject keywords | Non | |
| subject keywords | NM | |
| subject keywords | Consistency | |
| identifier doi | 10.1016/j.spl.2014.03.027 | |
| journal title | Statistics & Probability Letters | |
| journal volume | 91 | |
| journal issue | 0 | |
| filesize | 385064 | |
| citations | 0 |