Inference for Box-Cox transformed threshold GARCH models with nuisance parameters (Q2914954)
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scientific article; zbMATH DE number 6084835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Box-Cox transformed threshold GARCH models with nuisance parameters |
scientific article; zbMATH DE number 6084835 |
Statements
21 September 2012
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asymptotic normality
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consistency
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estimated likelihood estimator
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nuisance parameter
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quasi-maximum likelihood estimator
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threshold GARCH model
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Inference for Box-Cox transformed threshold GARCH models with nuisance parameters (English)
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