On asymptotic theory for multivariate GARCH models (Q842922)
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scientific article; zbMATH DE number 5608046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymptotic theory for multivariate GARCH models |
scientific article; zbMATH DE number 5608046 |
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On asymptotic theory for multivariate GARCH models (English)
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28 September 2009
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multivariate GARCH models
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VEC
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geometric ergodicity
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consistency
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asymptotic normality
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