BibTeX record journals/mcs/LiuN09

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@article{DBLP:journals/mcs/LiuN09,
  author       = {Shuangzhe Liu and
                  Heinz Neudecker},
  title        = {On pseudo maximum likelihood estimation for multivariate time series
                  models with conditional heteroskedasticity},
  journal      = {Math. Comput. Simul.},
  volume       = {79},
  number       = {8},
  pages        = {2556--2565},
  year         = {2009},
  url          = {https://doi.org/10.1016/j.matcom.2008.12.008},
  doi          = {10.1016/J.MATCOM.2008.12.008},
  timestamp    = {Wed, 04 Mar 2020 14:20:50 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/LiuN09.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}