Asymptotic inference of unstable periodic ARCH processes
| Year of publication: |
2012
|
|---|---|
| Authors: | Aknouche, Abdelhakim ; Al-Eid, Eid |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 15.2012, 1, p. 61-79
|
| Publisher: |
Springer |
| Subject: | Periodic ARCH process | Strict periodic Stationarity | Quasi maximum likelihood estimate | Weighted least squares estimate | Asymptotic normality | Primary: 62F12 | Secondary: 62M10 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010539199