On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity

Shuangzhe Liu, Heinz Neudecker

    Research output: Contribution to journalArticle

    4 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)2556-2565
    Number of pages10
    JournalMathematics and Computers in Simulation
    Volume79
    Issue number8
    DOIs
    Publication statusPublished - 2009

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