Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications

Imed Gammoudi, Asma Nani, Mohamed El Ghourabi. Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications. Communications in Statistics - Simulation and Computation, 50(11):3338-3363, 2021. [doi]

Abstract

Abstract is missing.