Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case
by Søren Tolver Jensen and Anders Rahbek
| Year of publication: |
2004
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|---|---|
| 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
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| Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001978054