Limit experiments of GARCH (Q408085)

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Limit experiments of GARCH
scientific article

    Statements

    title
    Limit experiments of GARCH (English)
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    author
    Boris Buchmann
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    Gernot J. Müller
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    published in
    Bernoulli
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    publication date
    29 March 2012
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    zbMATH Keywords
    COGARCH
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    Le Cam's deficiency distance
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    random thinning
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    statistical equivalence
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    time series
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    cites work
    Q5560061
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    Q4450670
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    Q4343010
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    Q4324958
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    Q3511642
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    Q4905685
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    Q3771297
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    Identifiers

    DOI
    10.3150/10-BEJ328
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    zbMATH DE Number
    6019033
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    arXiv ID
    1203.0186
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