On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models (Q2845022)
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scientific article; zbMATH DE number 6200380
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| English | On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models |
scientific article; zbMATH DE number 6200380 |
Statements
22 August 2013
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consistency
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asymptotic normality
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Gaussian quasi-maximum likelihood estimator
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multivariate ARCH(1) model
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moment conditions
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On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models (English)
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0.8662447333335876
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0.8632911443710327
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0.8487227559089661
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0.8458704948425293
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0.8436987400054932
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