Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796)
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 limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model |
scientific article; zbMATH DE number 6943272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model |
scientific article; zbMATH DE number 6943272 |
Statements
Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (English)
0 references
25 September 2018
0 references
martingale limit theorem
0 references
domain of attraction
0 references
stable distribution
0 references
slowly varying sequence
0 references
non-stationarity
0 references
Gaussian QMLE
0 references
regularly varying rate
0 references
0 references
0.9658358
0 references
0.9007243
0 references
0.9007027
0 references
0.90051454
0 references
0.89848137
0 references
0.8952183
0 references
0.89485836
0 references
0.8938773
0 references
