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

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	2556-2565
Number of pages	10
Journal	Mathematics and Computers in Simulation
Volume	79
Issue number	8
DOIs	https://doi.org/10.1016/j.matcom.2008.12.008
Publication status	Published - 2009

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@article{10e01a4982f1457091d788786e1010fa,

title = "On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity",

author = "Shuangzhe Liu and Heinz Neudecker",

year = "2009",

doi = "10.1016/j.matcom.2008.12.008",

language = "English",

volume = "79",

pages = "2556--2565",

journal = "Mathematics and Computers in Simulation",

issn = "0378-4754",

publisher = "Elsevier",

number = "8",

}

TY - JOUR

T1 - On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity

AU - Liu, Shuangzhe

AU - Neudecker, Heinz

PY - 2009

Y1 - 2009

U2 - 10.1016/j.matcom.2008.12.008

DO - 10.1016/j.matcom.2008.12.008

M3 - Article

SN - 0378-4754

VL - 79

SP - 2556

EP - 2565

JO - Mathematics and Computers in Simulation

JF - Mathematics and Computers in Simulation

IS - 8

ER -