Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796)
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scientific article; zbMATH DE number 6943272
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| English | Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model |
scientific article; zbMATH DE number 6943272 |
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Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (English)
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25 September 2018
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martingale limit theorem
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domain of attraction
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stable distribution
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slowly varying sequence
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non-stationarity
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Gaussian QMLE
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regularly varying rate
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0.9658358
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0.9007243
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0.9007027
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0.90051454
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0.89848137
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0.8952183
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0.89485836
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0.8938773
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