Asymptotic theory for multivariate GARCH processes.
type: Item
instance of: scholarly article
title: Asymptotic theory for multivariate GARCH processes.
zbMATH Open document ID: 1038.62077
DOI: 10.1016/S0047-259X(02)00009-X
published in: Journal of Multivariate Analysis
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1891219
zbMATH Keywords: Asymptotic normality
zbMATH Keywords: BEKK
zbMATH Keywords: Consistency
zbMATH Keywords: GARCH
zbMATH Keywords: Martingale CLT
author: F. Comte
author: Offer Lieberman
MaRDI profile type: Publication
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full work available at URL: s0047-259x(02)00009-x
OpenAlex ID: W2012705547
description: scientific article; zbMATH DE number 1891219