Consistency of maximum likelihood estimators for the regime-switching GARCH model (Q5400785): Difference between revisions
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Revision as of 21:20, 5 March 2024
scientific article; zbMATH DE number 6268728
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English | Consistency of maximum likelihood estimators for the regime-switching GARCH model |
scientific article; zbMATH DE number 6268728 |
Statements
Consistency of maximum likelihood estimators for the regime-switching GARCH model (English)
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12 March 2014
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GARCH model
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regime switching
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MLE
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consistency
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asymptotic normality
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model specification
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