Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters |
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Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (English)
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21 September 2012
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asymptotic normality
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consistency
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estimated likelihood estimator
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nuisance parameter
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quasi-maximum likelihood estimator
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threshold GARCH model
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