The ARCH(2) model: pseudo-maximum estimation and asymptotic results under dependent innovations (Q4563528)
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scientific article; zbMATH DE number 6879822
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| English | The ARCH(2) model: pseudo-maximum estimation and asymptotic results under dependent innovations |
scientific article; zbMATH DE number 6879822 |
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The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations (English)
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1 June 2018
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ARCH(2) model
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asymptotic normality
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consistency
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dependent innovations
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pseudo-maximum likelihood estimation
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quadratic exponential families
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0.8947247266769409
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0.8729378581047058
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0.8680790066719055
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0.8264912366867065
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