• Mathematics
• Published 2003
• DOI:10.1016/s0167-7152(02)00342-5

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}
}

• István Berkes, Lajos Horváth

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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.