Consistency of maximum likelihood estimators for the regime-switching GARCH model (Q5400785): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:36, 9 February 2024
scientific article; zbMATH DE number 6268728
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
12 March 2014
0 references
GARCH model
0 references
regime switching
0 references
MLE
0 references
consistency
0 references
asymptotic normality
0 references
model specification
0 references
