Non-stationary quasi-likelihood and asymptotic optimality

DOI10.1016/j.jkss.2014.02.004zbMath1306.62197OpenAlexW2006848672MaRDI QIDQ397244

Tae Yoon Kim, Sun Young Hwang

Publication date: 11 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2014.02.004

zbMATH Keywords

asymptotic optimalitybranching Markov processesnon-stationary ARCHnon-stationary quasi-likelihoodnon-stationary random-coefficient AR

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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