Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes |
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Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (English)
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22 February 2011
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strict periodic stationarity
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periodic ergodicity
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strong consistency
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asymptotic normality
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