A note on adaptation in garch models (Q4355144)

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scientific article; zbMATH DE number 1062686
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A note on adaptation in garch models
scientific article; zbMATH DE number 1062686

    Statements

    title
    A note on adaptation in garch models (English)
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    publication date
    6 October 1998
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    zbMATH Keywords
    adaptation
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    generalized autoregressive conditional heteroscedasticity
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    GARCH
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    asymptotic efficiency
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    semiparametric estimator
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    maximum likelihood estimator
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    bimodal
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    unimodal densities
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    Identifiers

    zbMATH DE Number
    1062686
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    OpenAlex ID
    W2090283985
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