Limit results for the empirical process of squared residuals in GARCH models. (Q2574571)
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scientific article; zbMATH DE number 2233763
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| English | Limit results for the empirical process of squared residuals in GARCH models. |
scientific article; zbMATH DE number 2233763 |
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Limit results for the empirical process of squared residuals in GARCH models. (English)
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29 November 2005
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GARCH\((p,q)\)
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weak convergence
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martingales
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parameter estimation
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0.8320851922035217
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0.8216707706451416
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0.7983972430229187
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