The rate of consistency of the quasi-maximum likelihood estimator-Reference-Cited by-同舟云学术

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The rate of consistency of the quasi-maximum likelihood estimator

Published:2003-01 Issue:2 Volume:61 Page:133-143
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Berkes István,Horváth Lajos

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference10 articles.

1. Berkes, I., Horváth, L., Kokoszka, P., 2003. GARCH processes: structure and estimation, Bernoulli, to appear.

2. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econometrics,1986

3. Strict stationarity of generalized autoregressive processes;Bougerol;Ann. Probab.,1992

4. Stationarity of GARCH processes and of some non-negative time series;Bougerol;J. Econometrics,1992

5. Probability Theory;Chow,1988

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