Power periodic threshold GARCH model: Structure and estimation (Q5076941)
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: Power periodic threshold GARCH model: Structure and estimation |
scientific article; zbMATH DE number 7528190
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power periodic threshold GARCH model: Structure and estimation |
scientific article; zbMATH DE number 7528190 |
Statements
Power periodic threshold GARCH model: Structure and estimation (English)
0 references
17 May 2022
0 references
asymptotic normality
0 references
\(\beta\)-mixing
0 references
geometric ergodicity
0 references
moments
0 references
periodic coefficients
0 references
power transformation
0 references
quasi-maximum likelihood estimator
0 references
strict stationarity
0 references
threshold GARCH
0 references
uniform countable additivity condition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
