GARCH processes: structure and estimation (Q1395935)
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scientific article; zbMATH DE number 1941475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH processes: structure and estimation |
scientific article; zbMATH DE number 1941475 |
Statements
GARCH processes: structure and estimation (English)
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2003
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asymptotic normality
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consistency
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GARCH\((p,q)\) sequence
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martingales
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quasi-maximum likelihood
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