\(M\)-estimation in periodic threshold \textit{GARCH} models: consistency and asymptotic normality (Q6927092)
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scientific article; zbMATH DE number 8096367
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| English | \(M\)-estimation in periodic threshold \textit{GARCH} models: consistency and asymptotic normality |
scientific article; zbMATH DE number 8096367 |
Statements
\(M\)-estimation in periodic threshold \textit{GARCH} models: consistency and asymptotic normality (English)
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22 September 2025
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periodic threshold \textit{GARCH} model
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\(M\)-estimator
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strong consistency
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asymptotic normality
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QMLE
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