Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922): Difference between revisions
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Latest revision as of 11:48, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models |
scientific article |
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Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (English)
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1 September 2010
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PGARCH models
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PARMA-PGARCH models
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least squares estimation
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strong consistency
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asymptotic normality
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