Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients |
scientific article |
Statements
Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (English)
0 references
13 December 2021
0 references
periodic threshold GARCH model
0 references
strict periodic stationarity
0 references
strong consistency
0 references
asymptotic normality
0 references
0 references
0 references
0 references
0 references
