Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case (Q5473024)
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scientific article; zbMATH DE number 5033969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case |
scientific article; zbMATH DE number 5033969 |
Statements
Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case (English)
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19 June 2006
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GARCH
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nonstationarity
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