scientific article; zbMATH DE number 6310574

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zbMath1299.62087MaRDI QIDQ5165905

Publication date: 30 June 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

consistency asymptotic normality quasi-maximum likelihood estimator GARCH model least absolute deviations estimation

Mathematics Subject Classification ID

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

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