GARCH processes: structure and estimation (Q1395935)

From MaRDI portal
Revision as of 03:11, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
GARCH processes: structure and estimation
scientific article

    Statements

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

    Identifiers

    DOI
    10.3150/bj/1068128975
    0 references
    zbMATH DE Number
    1941475
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1395935&oldid=26197964"
    Powered by MediaWiki