method is proposed for robust inference. Consistency and asymptotic normality for both estimation strategies are established …

of statistical inference for such models. We prove the existence, weak consistency and asymptotic normality of a sequence …

specified as a general nonlinear first order generalized autoregressive conditional heteroskedasticity (GARCH (1,1)) model ….  Strong consistency and asymptotic normality of the global Gaussian quasi maximum likelihood (QML) estimator are established … paper provides the first results on consistency and asymptotic normality of the QML estimator in nonlinear autoregressive …

We establish the strong consistency and asymptotic normality of the quasi-maximum likelihood estimator of the … parameters of a class of multivariate GARCH processes. The conditions are mild and coincide with the minimal ones in the … univariate case. In particular, contrary to the current literature on the estimation of multivariate GARCH models, no moment …

examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis … was used to analyze the long-run consistency of the naira exchange rate while the time series properties of the data was … examined using the ADF and PP approach, the stationary process, and order of the incorporated series. The ARCH and GARCH models …

examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis … was used to analyze the long-run consistency of the naira exchange rate while the time series properties of the data was … examined using the ADF and PP approach, the stationary process, and order of the incorporated series. The ARCH and GARCH models …

patterns of spatial observation. Sufficient conditions are established for consistency and asymptotic normality of kernel …

. We prove consistency and derive the asymptotic distributions of the Ordinary Least Squares (OLS) and First Difference (FD …

described as robust to weak instruments. We also show that test consistency may still hold even if the overall identification …