A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:22, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the QMLE limit theory in the non-stationary ARCH(1) model |
scientific article |
Statements
A note on the QMLE limit theory in the non-stationary ARCH(1) model (English)
0 references
7 February 2018
0 references
\(\alpha\)-stable distribution
0 references
slow variation
0 references
domain of attraction
0 references
MLT with mixed limit
0 references
non-stationary ARCH(1)
0 references
QMLE
0 references
inconsistency
0 references
non-tightness
0 references
