Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model |
scientific article; zbMATH DE number 7026269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model |
scientific article; zbMATH DE number 7026269 |
Statements
Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (English)
0 references
20 February 2019
0 references
domain of attraction
0 references
non-stationarity
0 references
quasi-maximum likelihood estimation (QMLE)
0 references
Gaussian QMLE
0 references
asymmetric GARCH
0 references
inconsistency
0 references
robustness
0 references
0 references
