Whittle estimation in multivariate CCC-GARCH processes
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Publication:5864796
DOI10.1080/03610926.2018.1484140OpenAlexW2898931279MaRDI QIDQ5864796
Karima Kimouche, Abdelouahab Bibi
Publication date: 10 June 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1484140
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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