ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS (Q2845022): Difference between revisions

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+Asymptotic Statistics
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+Q3499239
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+On asymptotic theory for multivariate GARCH models
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+ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
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+QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS
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+Stationarity of GARCH processes and of some nonnegative time series
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Asymptotic theory for multivariate GARCH processes.
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+Stationarity and geometric ergodicity of BEKK multivariate GARCH models
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+GARCH processes: structure and estimation
@@ Property / cites work: GARCH processes: structure and estimation / rank @@
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+Strict stationarity of generalized autoregressive processes
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+The efficiency of the estimators of the parameters in GARCH processes.
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+Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
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+Q5708419
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+Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models
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+Q4716820
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+Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
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+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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