Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106)
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scientific article; zbMATH DE number 7443713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients |
scientific article; zbMATH DE number 7443713 |
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Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (English)
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13 December 2021
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periodic threshold GARCH model
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strict periodic stationarity
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strong consistency
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asymptotic normality
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