Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1111/j.1467-9469.2012.00805.x / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/J.1467-9469.2012.00805.X / rank | |||
Normal rank | |||
Latest revision as of 04:27, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters |
scientific article |
Statements
Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (English)
0 references
21 September 2012
0 references
asymptotic normality
0 references
consistency
0 references
estimated likelihood estimator
0 references
nuisance parameter
0 references
quasi-maximum likelihood estimator
0 references
threshold GARCH model
0 references
0 references
0 references
0 references
0 references
0 references
