Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488)
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scientific article; zbMATH DE number 7457437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of the MLE in the level-effect ARCH model |
scientific article; zbMATH DE number 7457437 |
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Asymptotic normality of the MLE in the level-effect ARCH model (English)
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14 January 2022
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level-ARCH
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asymptotic normality
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asymptotic theory
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consistency
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stationarity
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maximum likelihood estimation
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0.9200382
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0.8891485
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0.8886155
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0.88602185
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0.88007414
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0.87985283
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0.8798271
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0.8781169
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