Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models
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Publication:990922
DOI10.1016/j.spl.2010.06.007zbMath1203.62155OpenAlexW1563135472MaRDI QIDQ990922
Ines Lescheb, Abdelouahab Bibi
Publication date: 1 September 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.06.007
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
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