MINIMUM HELLINGER DISTANCE ESTIMATION OF MULTIVARIATE GARCH PROCESSES (Q5204686)
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scientific article; zbMATH DE number 7140250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MINIMUM HELLINGER DISTANCE ESTIMATION OF MULTIVARIATE GARCH PROCESSES |
scientific article; zbMATH DE number 7140250 |
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MINIMUM HELLINGER DISTANCE ESTIMATION OF MULTIVARIATE GARCH PROCESSES (English)
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5 December 2019
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Hellinger distance estimator
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multivariate GARCH processes
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\(\alpha\)-mixing processes
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consistency
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asymptotic normality
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