Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:50, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structure and estimation of a class of nonstationary yet nonexplosive GARCH models |
scientific article |
Statements
Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (English)
0 references
26 November 2011
0 references
asymptotic normality
0 references
GARCH
0 references
nonstationary processes
0 references
quasi-maximum likelihood estimation
0 references
strong consistency
0 references
time-varying models
0 references
