Rank-Based estimation for garch processes

Mathematics

• Asymptotic Efficiency 33%
• Dispersion Function 33%
• Gaussian 33%
• Limiting Distribution 33%
• Maximum Likelihood Estimator 66%
• Minimizing 33%
• Order 33%
• Parameter Space 33%
• Parameter Vector 33%
• Parameters 100%
• Rank Estimation 33%
• Residuals 33%
• Samples 33%
• Selection 33%
• True Parameter 33%
• Zeros 33%

INIS

• asymptotic solutions 33%
• comparative evaluations 33%
• dispersions 33%
• distribution 33%
• efficiency 33%
• exchange rate 33%
• maximum-likelihood fit 66%
• simulation 33%
• space 33%
• transformations 33%
• vectors 33%