Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190)
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scientific article; zbMATH DE number 5981238
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| English | Structure and estimation of a class of nonstationary yet nonexplosive GARCH models |
scientific article; zbMATH DE number 5981238 |
Statements
Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (English)
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26 November 2011
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asymptotic normality
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GARCH
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nonstationary processes
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quasi-maximum likelihood estimation
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strong consistency
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time-varying models
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0.8751717209815979
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0.8648355603218079
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0.86235511302948
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0.8556245565414429
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0.853195071220398
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