On the estimation of \(\beta\)-ARCH models (Q1808683)
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: On the estimation of \(\beta\)-ARCH models |
scientific article; zbMATH DE number 1369611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of \(\beta\)-ARCH models |
scientific article; zbMATH DE number 1369611 |
Statements
On the estimation of \(\beta\)-ARCH models (English)
0 references
3 January 2001
0 references
invertibility
0 references
stationarity
0 references
alpha-mixing
0 references
beta-ARCH model
0 references
existence of moments
0 references
parametric kernel density estimate
0 references
consistency
0 references
asymptotic normality
0 references
Hellinger distance
0 references
Markov chain
0 references
0 references
0 references
