scientific article; zbMATH DE number 6445223
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Publication:5255141
zbMath1314.62197MaRDI QIDQ5255141
Publication date: 12 June 2015
Full work available at URL: https://www.ine.pt/revstat/pdf/rs130202.pdf
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consistencyasymptotic normalitymaximum likelihood estimationsampling schemeCOGARCH(1,1) modelsirregular time spaces
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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