Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models (Q2859073)
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: Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models |
scientific article; zbMATH DE number 6223215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models |
scientific article; zbMATH DE number 6223215 |
Statements
6 November 2013
0 references
GARCH model
0 references
inconsistency of estimators
0 references
nonstationarity
0 references
quasi-maximum likelihood estimation
0 references
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models (English)
0 references
