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Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations

Patrice Soh Takam, Eugene Kouassi, Renaud Fadonougbo, Jean Marcelin Bosson Brou, Mbodja Mougoué. Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations. Communications in Statistics - Simulation and Computation, 49(8):2134-2163, 2020. [doi]

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