Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes |
scientific article |
Statements
Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (English)
0 references
22 October 2010
0 references
conditional heteroskedasticity
0 references
least-squares
0 references
maximum likelihood estimation
0 references
power-transformed volatility
0 references
threshold GARCH
0 references
