Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation-Reference-Cited by-同舟云学术

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Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation

Published:2019-12 Issue:3 Volume:41 Page:387-405
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Li Qian¹

Affiliation:

1. Health Informatics Institute University of South Florida Tampa FL USA

Funder

Division of Mathematical Sciences

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12513

Reference44 articles.

1. The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks

2. The efficiency of the estimators of the parameters in GARCH processes;Berkes I;The Annals of Statistics,2004

3. GARCH processes: structure and estimation

4. Generalized autoregressive conditional heteroskedasticity

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Periodic autoregressive conditional duration;Journal of Time Series Analysis;2021-05-27

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