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Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models

✍ Scribed by Tian Xia; Fan-chao Kong


Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2008
Tongue
English
Weight
178 KB
Volume
23
Category
Article
ISSN
1005-1031

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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.