Asymptotic inference of unstable periodic ARCH processes (Q411545): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C60 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6022129 / rank | |||
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strict periodic stationarity | |||
| Property / zbMATH Keywords: strict periodic stationarity / rank | |||
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quasi maximum likelihood estimate | |||
| Property / zbMATH Keywords: quasi maximum likelihood estimate / rank | |||
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weighted least squares estimate | |||
| Property / zbMATH Keywords: weighted least squares estimate / rank | |||
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asymptotic normality | |||
| Property / zbMATH Keywords: asymptotic normality / rank | |||
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Revision as of 19:40, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference of unstable periodic ARCH processes |
scientific article |
Statements
Asymptotic inference of unstable periodic ARCH processes (English)
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4 April 2012
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strict periodic stationarity
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quasi maximum likelihood estimate
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weighted least squares estimate
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asymptotic normality
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