Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models (Q2859073): Difference between revisions
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Latest revision as of 10:14, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models |
scientific article |
Statements
Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models (English)
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6 November 2013
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GARCH model
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inconsistency of estimators
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nonstationarity
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quasi-maximum likelihood estimation
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