<mml:math display="inline"><mml:mrow><mml:mi>M</mml:mi><mml:mo class="MathClass-bin" stretchy="false">−</mml:mo></mml:mrow></mml:math>estimation in periodic Threshold <mml:math display="inline"><mml:mrow><mml:mi mathvariant="italic">GARCH</mml:mi></mml:mrow></mml:math> models: Consistency and asymptotic normality
The present paper derives convergence rates and asymptotic normality of a class of M−GARCHTGARCH
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Miskolc University Press
2025-01-01
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| Series: | Miskolc Mathematical Notes |
| Online Access: | http://mat76.mat.uni-miskolc.hu/mnotes/article/4747 |
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