GARCH processes: structure and estimation (Q1395935): Difference between revisions
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Revision as of 15:58, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH processes: structure and estimation |
scientific article |
Statements
GARCH processes: structure and estimation (English)
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2003
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asymptotic normality
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consistency
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GARCH\((p,q)\) sequence
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martingales
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quasi-maximum likelihood
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