A note on adaptation in garch models (Q4355144)
From MaRDI portal
scientific article; zbMATH DE number 1062686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on adaptation in garch models |
scientific article; zbMATH DE number 1062686 |
Statements
A note on adaptation in garch models (English)
0 references
6 October 1998
0 references
adaptation
0 references
generalized autoregressive conditional heteroscedasticity
0 references
GARCH
0 references
asymptotic efficiency
0 references
semiparametric estimator
0 references
maximum likelihood estimator
0 references
bimodal
0 references
unimodal densities
0 references
