Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models

DOI10.1214/11-AOS895zbMath1227.62076arXiv1201.6216MaRDI QIDQ651027

Ke Zhu, Shiqing Ling

Publication date: 8 December 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.6216

zbMATH Keywords

asymptotic normalitystrong consistency

Mathematics Subject Classification ID

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