"Likelihood stabilization for ill-conditioned vector GARCH models."

Miguel Jerez, José M. Casals, Sonia Sotoca (2009)

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DOI: 10.1007/S00180-007-0104-6

access: closed

type: Journal Article

metadata version: 2020-09-05

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Miguel Jerez, José M. Casals, Sonia Sotoca:
Likelihood stabilization for ill-conditioned vector GARCH models. Comput. Stat. 24(1): 15-35 (2009)

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