{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,6]],"date-time":"2026-03-06T20:03:14Z","timestamp":1772827394917,"version":"3.50.1"},"reference-count":15,"publisher":"Informa UK Limited","issue":"5","content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["Communications in Statistics - Simulation and Computation"],"published-print":{"date-parts":[[2021,5,4]]},"DOI":"10.1080\/03610918.2019.1580726","type":"journal-article","created":{"date-parts":[[2019,6,13]],"date-time":"2019-06-13T13:34:42Z","timestamp":1560432882000},"page":"1249-1271","update-policy":"https:\/\/doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":2,"title":["Quasi-maximum likelihood estimation of GARCH with student distributed noise"],"prefix":"10.1080","volume":"50","author":[{"given":"K.","family":"Djeddour-Djaballah","sequence":"first","affiliation":[{"name":"Labo MSTD Faculty of Mathematics, University of Science and Technology of Algiers, Algiers, Algeria"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"L.","family":"Kerar","sequence":"additional","affiliation":[{"name":"Labo MSTD Faculty of Mathematics, University of Science and Technology of Algiers, Algiers, Algeria"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"301","published-online":{"date-parts":[[2019,6,13]]},"reference":[{"key":"CIT0001","doi-asserted-by":"publisher","DOI":"10.1214\/17-EJS1241"},{"key":"CIT0002","doi-asserted-by":"publisher","DOI":"10.1214\/08-AOS674"},{"key":"CIT0003","doi-asserted-by":"publisher","DOI":"10.1214\/009053604000000120"},{"key":"CIT0004","doi-asserted-by":"publisher","DOI":"10.3150\/bj\/1068128975"},{"key":"CIT0005","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90063-1"},{"key":"CIT0006","doi-asserted-by":"publisher","DOI":"10.1080\/07474939208800229"},{"key":"CIT0007","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1989.tb02410.x"},{"key":"CIT0008","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(92)90067-2"},{"key":"CIT0011","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2007.12.004"},{"key":"CIT0014","doi-asserted-by":"publisher","DOI":"10.3150\/bj\/1093265632"},{"key":"CIT0016","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466611000156"},{"key":"CIT0017","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9868.2012.01045.x"},{"key":"CIT0021","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466698141038"},{"key":"CIT0025","doi-asserted-by":"publisher","DOI":"10.1214\/009053606000000803"},{"key":"CIT0026","volume-title":"Lecture notes in statistics","author":"Straumann D","year":"2005"}],"container-title":["Communications in Statistics - Simulation and Computation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/03610918.2019.1580726","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,5,6]],"date-time":"2021-05-06T19:36:27Z","timestamp":1620329787000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/03610918.2019.1580726"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,6,13]]},"references-count":15,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2021,5,4]]}},"alternative-id":["10.1080\/03610918.2019.1580726"],"URL":"https:\/\/doi.org\/10.1080\/03610918.2019.1580726","relation":{},"ISSN":["0361-0918","1532-4141"],"issn-type":[{"value":"0361-0918","type":"print"},{"value":"1532-4141","type":"electronic"}],"subject":[],"published":{"date-parts":[[2019,6,13]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=lssp20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=lssp20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"},{"value":"2018-02-10","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2019-01-18","order":1,"name":"revised","label":"Revised","group":{"name":"publication_history","label":"Publication History"}},{"value":"2019-02-01","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2019-06-13","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}