Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case

by Søren Tolver Jensen and Anders Rahbek

Year of publication:	2004
Authors:	Jensen, Søren Tolver ; Rahbek, Anders
Published in:	Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 72.2004, 2, p. 641-646
Subject:	ARCH-Modell \| ARCH model \| Schätztheorie \| Estimation theory \| Theorie \| Theory

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