Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case (Q5473024)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case |
scientific article; zbMATH DE number 5033969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case |
scientific article; zbMATH DE number 5033969 |
Statements
Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case (English)
0 references
19 June 2006
0 references
GARCH
0 references
nonstationarity
0 references
