Consistency of maximum likelihood estimators for the regime-switching GARCH model (Q5400785)
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scientific article; zbMATH DE number 6268728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of maximum likelihood estimators for the regime-switching GARCH model |
scientific article; zbMATH DE number 6268728 |
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Consistency of maximum likelihood estimators for the regime-switching GARCH model (English)
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12 March 2014
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GARCH model
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regime switching
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MLE
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consistency
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asymptotic normality
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model specification
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