Asymptotic inference of unstable periodic ARCH processes (Q411545)
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scientific article; zbMATH DE number 6022129
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| English | Asymptotic inference of unstable periodic ARCH processes |
scientific article; zbMATH DE number 6022129 |
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Asymptotic inference of unstable periodic ARCH processes (English)
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4 April 2012
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strict periodic stationarity
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quasi maximum likelihood estimate
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weighted least squares estimate
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asymptotic normality
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0.84147047996521
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0.8386107683181763
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0.8326385617256165
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0.8238229155540466
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