Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors (Q2029208)
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scientific article; zbMATH DE number 7354454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors |
scientific article; zbMATH DE number 7354454 |
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Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors (English)
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3 June 2021
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RealGARCH model
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quasi-maximum likelihood estimator
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consistency and asymptotic normality
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0.8170053362846375
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