Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00669.x / rank
 
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Structure and estimation of a class of nonstationary yet nonexplosive GARCH models
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    Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (English)
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    26 November 2011
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    asymptotic normality
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    GARCH
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    nonstationary processes
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    quasi-maximum likelihood estimation
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    strong consistency
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    time-varying models
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