Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Year of publication
2013
Authors
Meitz, Mika; Saikkonen, Pentti
Organizations and authors
Publication type
Publication format
Article
Parent publication type
Journal
Article type
Original article
Audience
ScientificPeer-reviewed
Peer-ReviewedMINEDU's publication type classification code
A1 Journal article (refereed), original researchPublication channel information
Journal
Parent publication name
Volume
114
Pages
227-255
ISSN
Publication forum
Publication forum level
2
Open access
Open access in the publisher’s service
No information
Self-archived
Unknown
Other information
Fields of science
Mathematics
Publication country
United States
Internationality of the publisher
International
Language
English
International co-publication
Yes
Co-publication with a company
Unknown
DOI
10.1016/j.jmva.2012.07.015
The publication is included in the Ministry of Education and Culture’s Publication data collection
Yes