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  • Search: subject:"Periodic ARCH process"
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Asymptotic normality 1 Periodic ARCH process 1 Primary: 62F12 1 Quasi maximum likelihood estimate 1 Secondary: 62M10 1 Strict periodic Stationarity 1 Weighted least squares estimate 1
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Aknouche, Abdelhakim 1 Al-Eid, Eid 1
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Statistical Inference for Stochastic Processes 1
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Asymptotic inference of unstable periodic ARCH processes
Aknouche, Abdelhakim; Al-Eid, Eid - In: Statistical Inference for Stochastic Processes 15 (2012) 1, pp. 61-79
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