Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases |
scientific article |
Statements
Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (English)
0 references
7 November 2012
0 references
ARCH process
0 references
strict stationarity
0 references
weighted least squares
0 references
asymptotic normality
0 references
tightness
0 references
