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]
@article{TakamKFBM20,
title = {Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations},
author = {Patrice Soh Takam and Eugene Kouassi and Renaud Fadonougbo and Jean Marcelin Bosson Brou and Mbodja Mougoué},
year = {2020},
doi = {10.1080/03610918.2018.1513140},
url = {https://doi.org/10.1080/03610918.2018.1513140},
researchr = {https://researchr.org/publication/TakamKFBM20},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {49},
number = {8},
pages = {2134-2163},
}