2024-03-19T10:43:21Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7443713
2021-12-13T15:39:52Z
62
Bibi, Abdelouahab
2021
7443713
English
Springer, Berlin/Heidelberg
https://zbmath.org/07443713
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Stat. Methods Appl. 30, No. 2, 477-514 (2021).
62M10; 62F12; 62P20
Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients
j