Numerical optimization of the likelihood function based on Kalman filter in the GARCH models
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| Date: | 2022 |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
2022
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| Series: | Mathematical Modeling and Computing |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0001373429 |
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| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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Library portal of National Academy of Sciences of Ukraine | LibNAS| _version_ | 1859480408703369216 |
|---|---|
| author | M. Benmoumen |
| author_facet | M. Benmoumen |
| author_sort | M. Benmoumen |
| collection | Open-Science |
| first_indexed | 2025-07-17T10:39:12Z |
| format | Article |
| id | open-sciencenbuvgovua-2171 |
| institution | Library portal of National Academy of Sciences of Ukraine | LibNAS |
| language | English |
| last_indexed | 2025-07-17T10:39:12Z |
| publishDate | 2022 |
| record_format | dspace |
| series | Mathematical Modeling and Computing |
| spelling | open-sciencenbuvgovua-21712023-09-12T18:00:48Z Numerical optimization of the likelihood function based on Kalman filter in the GARCH models M. Benmoumen 2312-9794 2022 en Mathematical Modeling and Computing http://jnas.nbuv.gov.ua/article/UJRN-0001373429 Article |
| spellingShingle | Mathematical Modeling and Computing M. Benmoumen Numerical optimization of the likelihood function based on Kalman filter in the GARCH models |
| title | Numerical optimization of the likelihood function based on Kalman filter in the GARCH models |
| title_full | Numerical optimization of the likelihood function based on Kalman filter in the GARCH models |
| title_fullStr | Numerical optimization of the likelihood function based on Kalman filter in the GARCH models |
| title_full_unstemmed | Numerical optimization of the likelihood function based on Kalman filter in the GARCH models |
| title_short | Numerical optimization of the likelihood function based on Kalman filter in the GARCH models |
| title_sort | numerical optimization of the likelihood function based on kalman filter in the garch models |
| url | http://jnas.nbuv.gov.ua/article/UJRN-0001373429 |
| work_keys_str_mv | AT mbenmoumen numericaloptimizationofthelikelihoodfunctionbasedonkalmanfilterinthegarchmodels |