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Volumn 45, Issue 4, 1999, Pages 285-293

On the estimation of β-ARCH models

a Institut National Polytechnique Felix Houphouet Boigny (Côte d’Ivoire)

Author keywords

Asymptotic normality; Consistency; Estimation; Existence of moments; Hellinger distance; Invertibility; Markov chain; Stationarity; mixing; ARCH model

Indexed keywords

EID: 0033572988 PISSN: 01677152 EISSN: None Source Type: Journal
DOI: 10.1016/s0167-7152(99)00070-x Document Type: Article

Times cited : (11)

References (11)

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