On the estimation of \(\beta\)-ARCH models (Q1808683): Difference between revisions
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Revision as of 05:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of \(\beta\)-ARCH models |
scientific article |
Statements
On the estimation of \(\beta\)-ARCH models (English)
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3 January 2001
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invertibility
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stationarity
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alpha-mixing
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beta-ARCH model
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existence of moments
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parametric kernel density estimate
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consistency
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asymptotic normality
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Hellinger distance
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Markov chain
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