Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816)
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scientific article; zbMATH DE number 5804373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes |
scientific article; zbMATH DE number 5804373 |
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Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (English)
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22 October 2010
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conditional heteroskedasticity
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least-squares
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maximum likelihood estimation
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power-transformed volatility
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threshold GARCH
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