Pages that link to "Item:Q1695669"

The following pages link to A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669):

Displaying 2 items.

• Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
• Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)