The asymptotic convexity of the negative likelihood function of GARCH models
| Autor: | Ip, W.C., Wong, Heung, Pan, J.Z. *, Li, D.F. |
|---|---|
| Zdroj: | In Computational Statistics and Data Analysis 2006 50(2):311-331 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Ip, W.C., Wong, Heung, Pan, J.Z. *, Li, D.F. |
|---|---|
| Zdroj: | In Computational Statistics and Data Analysis 2006 50(2):311-331 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect