The rate of consistency of the quasi-maximum likelihood estimator. (Q1424476)
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scientific article; zbMATH DE number 2055336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The rate of consistency of the quasi-maximum likelihood estimator. |
scientific article; zbMATH DE number 2055336 |
Statements
The rate of consistency of the quasi-maximum likelihood estimator. (English)
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14 March 2004
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GARCH(p,q) sequence
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Quasi-maximum likelihood
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Rate of consistency
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0.9281306
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0.9079888
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0.8930137
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0.88758355
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