Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models Academic Article

authors

publication date

January 1, 2017

published in

Electronic Journal of Statistics Journal

Digital Object Identifier (DOI)

https://doi.org/10.1214/17-ejs1299

has global citation frequency

https://vivo.tib.eu/demo/individual/gcf_W2731557133 Global Citation Count

volume

11

issue

2