Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747)
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scientific article; zbMATH DE number 6584942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model |
scientific article; zbMATH DE number 6584942 |
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Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (English)
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25 May 2016
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asymptotic normality
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GARCH models
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non stationarity
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quasi-maximum exponential likelihood estimator
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