Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954): Difference between revisions

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Latest revision as of 16:44, 5 July 2024

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Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters
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    Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (English)
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    21 September 2012
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    asymptotic normality
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    consistency
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    estimated likelihood estimator
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    nuisance parameter
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    quasi-maximum likelihood estimator
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    threshold GARCH model
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