On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320)
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scientific article; zbMATH DE number 2064486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On adaptive estimation in nonstationary ARMA models with GARCH errors |
scientific article; zbMATH DE number 2064486 |
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On adaptive estimation in nonstationary ARMA models with GARCH errors (English)
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18 May 2004
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adaptive estimation
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efficient estimation
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nonstationary ARMA-GARCH models
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kernel estimators
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limiting distribution
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locally asymptotic quadratic
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log-likelihood ratio
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0.91932714
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0.9141545
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0.91371995
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0.9015868
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