Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893)
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scientific article; zbMATH DE number 6102634
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| English | Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases |
scientific article; zbMATH DE number 6102634 |
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Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (English)
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7 November 2012
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ARCH process
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strict stationarity
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weighted least squares
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asymptotic normality
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tightness
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0.8557459115982056
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0.8457892537117004
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0.84147047996521
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0.827095091342926
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0.8139241933822632
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