"Pseudo maximum likelihood estimation and asymptotic results of the GARCH ..."

Patrice Soh Takam et al. (2020)

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DOI: 10.1080/03610918.2018.1513140

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/cssc/TakamKFBM20
Patrice Soh Takam, Eugene Kouassi, Renaud Fadonougbo, Jean Marcelin Bosson Brou, Mbodja Mougoué:
Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations. Commun. Stat. Simul. Comput. 49(8): 2134-2163 (2020)

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