Consistent pseudo-maximum likelihood estimators
Christian Gouriéroux, Alain Monfort, Eric Renault
| Year of publication: |
June2017
|
|---|---|
| Authors: | Gouriéroux, Christian ; Monfort, Alain ; Renault, Eric |
| Published in: |
Annals of economics and statistics. - Amiens : GENES, ISSN 2115-4430, ZDB-ID 2588293-4. - Vol. 125/126.2017, p. 187-218
|
| Subject: | Pseudo-Likelihood | Composite Pseudo-Likelihood | Consistency | Big Data | ARCH Model | Normalized Data | Lie Group | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.15609/annaeconstat2009.125-126.0187 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011744364