Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099)
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scientific article; zbMATH DE number 6517730
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| English | Limit Theory for the QMLE of the GQARCH (1,1) Model |
scientific article; zbMATH DE number 6517730 |
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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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0.9005449
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0.89868855
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0.89848137
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0.8958064
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0.8917871
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0.88622564
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0.8787387
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