Asymptotic theory for multivariate GARCH processes. (Q1867194)
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scientific article; zbMATH DE number 1891219
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for multivariate GARCH processes. |
scientific article; zbMATH DE number 1891219 |
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Asymptotic theory for multivariate GARCH processes. (English)
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2 April 2003
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Asymptotic normality
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BEKK
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Consistency
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GARCH
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Martingale CLT
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