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A note on the consistency of maximum likelihood estimators

✍ Scribed by Goel, Prem K.


Book ID
120231273
Publisher
Taylor and Francis Group
Year
1974
Tongue
English
Weight
545 KB
Volume
1974
Category
Article
ISSN
0346-1238

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The rate of consistency of the quasi-max
✍ IstvΓ‘n Berkes; Lajos HorvΓ‘th πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 155 KB

We connect the rate of consistency of the quasi-maximum likelihood estimator in GARCH(p; q) sequences with the number of the moments of the innovations.