GARCH processes: structure and estimation (Q1395935)

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GARCH processes: structure and estimation
scientific article

    Statements

    title
    GARCH processes: structure and estimation (English)
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    author
    István Berkes
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    Lajos Horváth
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    Piotr S. Kokoszka
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    published in
    Bernoulli
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    publication date
    2003
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    zbMATH Keywords
    asymptotic normality
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    consistency
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    GARCH\((p,q)\) sequence
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    martingales
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    quasi-maximum likelihood
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    Identifiers

    DOI
    10.3150/bj/1068128975
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    zbMATH DE Number
    1941475
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