A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669): Difference between revisions

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+https://doi.org/10.1515/jtse-2014-0034
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+W2288772032
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+Characteristic functions of random variables attracted to 1-stable laws
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+Estimation When a Parameter is on a Boundary
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+Q3992980
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+Statistical inference for non-stationary GARCH(\(p\),\(q\)) models
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+GARCH Models
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+Inference in Arch and Garch Models with Heavy-Tailed Errors
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+Q5624460
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+Principle of conditioning in limit theorems for sums of random variables
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+Q4898884
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+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
@@ Property / cites work: ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH / rank @@
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+Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters
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+Estimation in conditionally heteroscedatic time series models.
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+Asymptotic Statistics
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+MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION
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+Publication:1695669