Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structure and estimation of a class of nonstationary yet nonexplosive GARCH models |
scientific article |
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Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (English)
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26 November 2011
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asymptotic normality
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GARCH
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nonstationary processes
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quasi-maximum likelihood estimation
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strong consistency
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time-varying models
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