𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Note on the Consistency of the Maximum Likelihood Estimate

✍ Scribed by Abraham Wald


Book ID
121805286
Publisher
Institute of Mathematical Statistics
Year
1949
Weight
786 KB
Volume
20
Category
Article
ISSN
0003-4851

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


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.