On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity

标题
On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity
作者
关键词
-
出版物
MATHEMATICS AND COMPUTERS IN SIMULATION
Volume 79, Issue 8, Pages 2556-2565
出版商
Elsevier BV
发表日期
2008-12-25
DOI
10.1016/j.matcom.2008.12.008

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