List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance Communications in Statistics: Theory and Methods | 2024-04-18 | Paper |
| Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model Economics Letters | 2018-09-25 | Paper |
| A note on the QMLE limit theory in the non-stationary ARCH(1) model Journal of Time Series Econometrics | 2018-02-07 | Paper |
| A CLT for martingale transforms with infinite variance Statistics & Probability Letters | 2016-10-31 | Paper |
| Limit Theory for the QMLE of the GQARCH (1,1) Model Communications in Statistics: Theory and Methods | 2015-12-08 | Paper |
Research outcomes over time
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