A Tour in the Asymptotic Theory of GARCH Estimation (Q3646950)
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scientific article; zbMATH DE number 5640031
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Tour in the Asymptotic Theory of GARCH Estimation |
scientific article; zbMATH DE number 5640031 |
Statements
A Tour in the Asymptotic Theory of GARCH Estimation (English)
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27 November 2009
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ARMA models
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least absolute deviation estimators
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Whittle estimator
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moment estimators
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quasi maximum likelihood estimation
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0.8894286751747131
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0.8751025199890137
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0.8685275316238403
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0.8676537275314331
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0.8584954738616943
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