2 resultados para GARCH-M

em Bulgarian Digital Mathematics Library at IMI-BAS

Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model

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2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.

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Split-ARCH

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2000 Mathematics Subject Classification: 62M10

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