Asymptotic properties of M-estimator for GARCH(1, 1) model parameters (Q6669605)
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scientific article; zbMATH DE number 7973326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of M-estimator for GARCH(1, 1) model parameters |
scientific article; zbMATH DE number 7973326 |
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Asymptotic properties of M-estimator for GARCH(1, 1) model parameters (English)
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22 January 2025
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GARCH model
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parameter estimation
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consistency
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asymptotic distribution
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M-estimator
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