Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes (Q5864796)
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scientific article; zbMATH DE number 7539754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes |
scientific article; zbMATH DE number 7539754 |
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Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes (English)
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10 June 2022
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multivariate \textit{CCC-GARCH} models
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stationarity
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Whittle estimator
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consistency
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asymptotic normality
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