Asymptotic inference for periodic ARCH processes (Q4923222)
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scientific article; zbMATH DE number 6171102
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Asymptotic inference for periodic ARCH processes |
scientific article; zbMATH DE number 6171102 |
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Asymptotic inference for periodic ARCH processes (English)
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6 June 2013
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periodic ARCH processes
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conditional least squares estimator
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asymptotic efficiency
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LAN
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0.8711699843406677
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0.8386107683181763
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0.8210063576698303
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0.8048986792564392
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0.8025100231170654
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