Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659)
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: Estimation and Asymptotic Properties in PeriodicGARCH(1, 1) Models |
scientific article; zbMATH DE number 6232637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models |
scientific article; zbMATH DE number 6232637 |
Statements
Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (English)
0 references
26 November 2013
0 references
asymptotic normality
0 references
consistency
0 references
periodic GARCH models
0 references
periodically correlated processes
0 references
Yule-Walker estimator
0 references
0 references
0 references
0 references
0 references
0 references
