<i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068)
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scientific article; zbMATH DE number 7539713
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| English | <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models |
scientific article; zbMATH DE number 7539713 |
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<i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (English)
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10 June 2022
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periodic bilinear-\textit{GARCH} model
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stationarity
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strong consistency
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asymptotic normality
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