Consistency of a nonparametric least squares estimator in integer-valued GARCH models (Q5078834)
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scientific article; zbMATH DE number 7531544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of a nonparametric least squares estimator in integer-valued GARCH models |
scientific article; zbMATH DE number 7531544 |
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Consistency of a nonparametric least squares estimator in integer-valued GARCH models (English)
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25 May 2022
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INGARCH
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nonparametric least squares
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empirical process
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mixing
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