Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010)

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Statistical inference for non-stationary GARCH(\(p\),\(q\)) models
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    Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (English)
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    27 May 2013
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    asymptotic normality
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    consistency
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    non-stationary GARCH model
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    Oseledec's multiplicative ergodic theorem
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    product of random matrices
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    quasi-maximum likelihood estimator
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