Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process
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Publication:2192332
zbMath1445.62230MaRDI QIDQ2192332
Aubin Yao N'dri, Ouagnina Hili, Aka Roger Kadjo
Publication date: 17 August 2020
Published in: Afrika Statistika (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.as/1589594488
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Stationary stochastic processes (60G10)
Related Items (2)
ESTIMATION QUANTILES OF THE GUMBEL DISTRIBUTION BASED ON THE HELLINGER DISTANCE: APPLICATION OF DATA FROM L’ARDIÈRES STATION OF BEAUJEU (RHÔNE DEPARTMENT) ⋮ Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process
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