Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models |
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Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (English)
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26 November 2013
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asymptotic normality
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consistency
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periodic GARCH models
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periodically correlated processes
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Yule-Walker estimator
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