Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922): Difference between revisions
From MaRDI portal
Revision as of 03:14, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models |
scientific article |
Statements
Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (English)
0 references
1 September 2010
0 references
PGARCH models
0 references
PARMA-PGARCH models
0 references
least squares estimation
0 references
strong consistency
0 references
asymptotic normality
0 references
0 references
0 references
0 references