A note on adaptation in garch models (Q4355144): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/07474939708800372 / rank | |||
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| Property / cites work: On adaptive estimation / rank | |||
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Latest revision as of 17:56, 27 May 2024
scientific article; zbMATH DE number 1062686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on adaptation in garch models |
scientific article; zbMATH DE number 1062686 |
Statements
A note on adaptation in garch models (English)
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6 October 1998
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adaptation
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generalized autoregressive conditional heteroscedasticity
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GARCH
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asymptotic efficiency
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semiparametric estimator
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maximum likelihood estimator
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bimodal
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unimodal densities
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