Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of the MLE in the level-effect ARCH model |
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Asymptotic normality of the MLE in the level-effect ARCH model (English)
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14 January 2022
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level-ARCH
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asymptotic normality
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asymptotic theory
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consistency
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stationarity
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maximum likelihood estimation
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