A Closed-Form Asymptotic Variance-Covariance Matrix for the Quasi-Maximum Likelihood Estimator of the Garch(1,1) Model

2008 ◽  
Author(s):  
Jun Ma
Keyword(s):  
Maximum Likelihood ◽  
Closed Form ◽  
Maximum Likelihood Estimator ◽  
Covariance Matrix ◽  
Asymptotic Variance ◽  
Likelihood Estimator ◽  
Quasi Maximum Likelihood ◽  
Variance Covariance Matrix

Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models

2013 ◽  
Vol 55 (3) ◽  
pp. 643-652
Author(s):  
Gauss M. Cordeiro ◽  
Denise A. Botter ◽  
Alexsandro B. Cavalcanti ◽  
Lúcia P. Barroso
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimator ◽  
Covariance Matrix ◽  
Generalized Linear Models ◽  
Linear Models ◽  
Likelihood Estimator
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