Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Theory for the QMLE of the GQARCH (1,1) Model |
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Limit Theory for the QMLE of the GQARCH (1,1) Model (English)
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8 December 2015
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quadratic ARCH models
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asymptotic distribution
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weak convergence
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minimizers
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quadratic forms
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stochastic recurrence equation
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stationarity
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ergodicity
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quasi likelihood
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epi-convergence
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martingale transforms
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