The rate of consistency of the quasi-maximum likelihood estimator

@inproceedings{Berkes2003TheRO,
  title={The rate of consistency of the quasi-maximum likelihood estimator},
  author={Istv{\'a}n Berkes and Lajos Horv{\'a}th},
  year={2003}
}
We connect the rate of consistency of the quasi-maximum likelihood estimator in GARCH(p,q) sequences with the number of the moments of the innovations. 

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