QMLE for periodic absolute value GARCH models (Q6123179)
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scientific article; zbMATH DE number 7812409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QMLE for periodic absolute value GARCH models |
scientific article; zbMATH DE number 7812409 |
Statements
QMLE for periodic absolute value GARCH models (English)
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4 March 2024
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periodic absolute value GARCH model
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strictly periodically stationary
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Gaussian QML estimator
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consistency
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asymptotic normality
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