Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106)
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scientific article; zbMATH DE number 6376136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models |
scientific article; zbMATH DE number 6376136 |
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Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (English)
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2 December 2014
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non-stationary TGARCH
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normal mixture QMLE
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consistency
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asymptotic normality
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efficiency
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