Estimation de représentations GARCH faibles (Q4219561)
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scientific article; zbMATH DE number 1220720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation de représentations GARCH faibles |
scientific article; zbMATH DE number 1220720 |
Statements
Estimation de représentations GARCH faibles (English)
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14 February 1999
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strong consistency
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weak ARMA-GARCH representations
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squared linear predictions errors
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asymptotic normality
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