• 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
    11
  • 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