No label defined (Q4847446)
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scientific article; zbMATH DE number 799018
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| English | No label defined |
scientific article; zbMATH DE number 799018 |
Statements
20 September 1995
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\(\text{AR} (s)\) model
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\(\text{GARCH} (p,q)\) error
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strong consistency
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minimum contrast estimators
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conditionally heteroskedastic models
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0.8439133167266846
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0.8259112238883972
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0.8201514482498169
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0.8163395524024963
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0.8139166831970215
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