Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796): Difference between revisions
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Latest revision as of 11:34, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model |
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Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (English)
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25 September 2018
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martingale limit theorem
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domain of attraction
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stable distribution
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slowly varying sequence
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non-stationarity
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Gaussian QMLE
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regularly varying rate
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