ESTIMATING WEAK GARCH REPRESENTATIONS (Q2716484): Difference between revisions
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| Property / author: Christian Francq / rank | |||
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Latest revision as of 08:30, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATING WEAK GARCH REPRESENTATIONS |
scientific article |
Statements
ESTIMATING WEAK GARCH REPRESENTATIONS (English)
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2 September 2001
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consistency
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asymptotic normality
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examples
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maximum likelihood
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misspecification
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GARCH
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ARMA structure
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