@misc{HautschOkhrinRistig2014,
  author    = {Nikolaus Hautsch and Ostap Okhrin and Alexander Ristig},
  title     = {Efficient iterative maximum likelihood estimation of high-parameterized time series models},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 450},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {450},
  type      = {workingpaper},
  year        = {2014},
}