Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640)
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scientific article; zbMATH DE number 5855758
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| English | Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes |
scientific article; zbMATH DE number 5855758 |
Statements
Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (English)
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22 February 2011
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strict periodic stationarity
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periodic ergodicity
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strong consistency
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asymptotic normality
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0.9139180779457092
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0.8903974294662476
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0.870440661907196
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0.8667014241218567
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0.8546326160430908
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