On the estimation of \(\beta\)-ARCH models (Q1808683): Difference between revisions

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Latest revision as of 10:42, 29 May 2024

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On the estimation of \(\beta\)-ARCH models
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    On the estimation of \(\beta\)-ARCH models (English)
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    3 January 2001
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    invertibility
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    stationarity
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    alpha-mixing
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    beta-ARCH model
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    existence of moments
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    parametric kernel density estimate
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    consistency
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    asymptotic normality
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    Hellinger distance
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    Markov chain
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