Recurrence Equation (SRE). We prove the strong consistency of the Quasi Maximum Likelihood Estimator (QMLE) when the optimization …We introduce the notion of continuous invertibility on a compact set for volatility models driven by a Stochastic …

approach based on the Stochastic Recurrence Equation (SRE) given in Straumann (2005). Under very weak assumptions, we prove the …

recurrence equation, in order to determine the variance. Then, from this equation and bearing in mind the expression of the … accumulation factors are dependent when, temporally speaking, the intervals when they are applied overlap, we use a stochastic …