ARCH(0,q)模型参数M-估计的渐近性质

J4 ›› 2010, Vol. 48 ›› Issue (02): 201-206.

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symptotic Properties of M-Estimation of the ARCH(0,q) Model

XIAN Wei^1,2, SONG Lixin³, LAI Min¹

1. Institute of Mathematics, Jilin University, Changchun 130012, China;2. College of Science, Changchun University of Science and Technology, Changchun 130022, China;3. School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, Liaoning Province, China

Received:2009-07-25 Online:2010-03-26 Published:2010-03-22
Contact: LAI Min E-mail:laimin@jlu.edu.cn

Abstract

CLC Number:

O212

XIAN Wei, SONG Li-Xin, LAI Min. symptotic Properties of M-Estimation of the ARCH(0,q) Model[J].J4, 2010, 48(02): 201-206.

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symptotic Properties of M-Estimation of the ARCH(0,q) Model

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