مرکز منطقه ای اطلاع رساني علوم و فناوري - The rate of consistency of the quasi-maximum likelihood estimator

Title of article :

The rate of consistency of the quasi-maximum likelihood estimator

Author/Authors :

Istvan Berkes، نويسنده , , Lajos Horv?th، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2003

Pages :

From page :

133

To page :

143

Keywords :

GARCH(p , Rate of consistency , quasi-maximum likelihood , q) sequence

Journal title :

Statistics and Probability Letters

Serial Year :

2003

Journal title :

Statistics and Probability Letters

Record number :

139996

Link To Document :