Convergence in law of sequences of stochastic integrals relative to weighted sums of a \(L^2\)-mixing process and application to IGARCH models (Q2829738)
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scientific article; zbMATH DE number 6649244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence in law of sequences of stochastic integrals relative to weighted sums of a \(L^2\)-mixing process and application to IGARCH models |
scientific article; zbMATH DE number 6649244 |
Statements
8 November 2016
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stochastic integrals
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convergence in distribution
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asymptotic statistics
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least squares estimators
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GARCH model
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0.89550257
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0.89525235
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0.8900456
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0.88998544
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0.88986737
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Convergence in law of sequences of stochastic integrals relative to weighted sums of a \(L^2\)-mixing process and application to IGARCH models (English)
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