Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922)
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scientific article; zbMATH DE number 5777395
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| English | Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models |
scientific article; zbMATH DE number 5777395 |
Statements
Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (English)
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1 September 2010
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PGARCH models
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PARMA-PGARCH models
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least squares estimation
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strong consistency
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asymptotic normality
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0.8798983
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0.87954426
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0.87610954
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0.87022823
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