Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties (Q4598614)
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scientific article; zbMATH DE number 6818897
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| English | Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties |
scientific article; zbMATH DE number 6818897 |
Statements
Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties (English)
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15 December 2017
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pseudo-maximum-likelihood
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estimation-strong consistency-GARCH (1,1)
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asymptotic normality
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Martingales' techniques
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0.9156386256217957
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0.8542879819869995
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0.853040337562561
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0.8516735434532166
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