Limit results for the empirical process of squared residuals in GARCH models. (Q2574571): Difference between revisions
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Revision as of 07:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit results for the empirical process of squared residuals in GARCH models. |
scientific article |
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Limit results for the empirical process of squared residuals in GARCH models. (English)
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29 November 2005
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GARCH\((p,q)\)
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weak convergence
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martingales
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parameter estimation
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