Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance
| العنوان: | Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance |
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| المؤلفون: | Stelios Arvanitis, Alexandros Louka |
| المصدر: | Communications in Statistics - Theory and Methods. :1-16 |
| بيانات النشر: | Informa UK Limited, 2022. |
| سنة النشر: | 2022 |
| مصطلحات موضوعية: | Statistics and Probability |
| تدمد: | 1532-415X 0361-0926 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_dedup___::553897dee46a5681c2a3aa47c6ba7db3 https://doi.org/10.1080/03610926.2022.2107665 |
| رقم الأكسشن: | edsair.doi.dedup.....553897dee46a5681c2a3aa47c6ba7db3 |
| قاعدة البيانات: | OpenAIRE |
PDF full text from Publisher | تدمد: | 1532415X 03610926 |
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