Complete convergence for [alpha]-mixing sequences
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- Olivier Wintenberger, 2013.
"Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model,"
Scandinavian Journal of Statistics,
Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 846-867, December.
- Wintenberger, Olivier, 2013. "Continuous invertibility and stable QML estimation of the EGARCH(1,1) model," MPRA Paper 46027, University Library of Munich, Germany.
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KeywordsComplete convergence strong law of large numbers [alpha]-mixing;
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