Estimation and asymptotic properties in periodic GARCH(1,1) models (Q2864659)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6232637
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation and asymptotic properties in periodic GARCH(1,1) models |
scientific article; zbMATH DE number 6232637 |
Statements
Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (English)
0 references
26 November 2013
0 references
asymptotic normality
0 references
consistency
0 references
periodic GARCH models
0 references
periodically correlated processes
0 references
Yule-Walker estimator
0 references
0 references
0 references
0 references
0 references
0 references
0.8741322159767151
0 references
0.8733583688735962
0 references
0.870440661907196
0 references
0.8664921522140503
0 references
0.8584639430046082
0 references
