Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process (Q2192332)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process |
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Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process (English)
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17 August 2020
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Hellinger distance estimation
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GARCH process
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phi-mixing process
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consistence
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asymptotic normality
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