Estimating weak GARCH representations (Q2716484)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimating weak GARCH representations |
scientific article; zbMATH DE number 1599041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating weak GARCH representations |
scientific article; zbMATH DE number 1599041 |
Statements
2 September 2001
0 references
consistency
0 references
asymptotic normality
0 references
examples
0 references
maximum likelihood
0 references
misspecification
0 references
GARCH
0 references
ARMA structure
0 references
0 references
0 references
0.88340455
0 references
0 references
0 references
0.8764277
0 references
0 references
0.8673838
0 references
Estimating weak GARCH representations (English)
0 references
