Power periodic threshold GARCH model: Structure and estimation (Q5076941)
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scientific article; zbMATH DE number 7528190
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power periodic threshold GARCH model: Structure and estimation |
scientific article; zbMATH DE number 7528190 |
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Power periodic threshold GARCH model: Structure and estimation (English)
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17 May 2022
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asymptotic normality
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\(\beta\)-mixing
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geometric ergodicity
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moments
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periodic coefficients
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power transformation
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quasi-maximum likelihood estimator
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strict stationarity
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threshold GARCH
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uniform countable additivity condition
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