Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series (Q2833375): Difference between revisions

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+https://doi.org/10.1007/978-3-319-13881-7_23
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+W242913040
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+Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
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+Asymptotic inference of unstable periodic ARCH processes
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+Weakly dependent chains with infinite memory
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+Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
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+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
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