Consistency and asymptotic normality of the quasi-maximum likelihood estimator in IGARCH (1,1) and covariance stationary GARCH (1,1)

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@article{cb404735ed5f4291ac450f2effeabe26,

title = "Consistency and asymptotic normality of the quasi-maximum likelihood estimator in IGARCH (1,1) and covariance stationary GARCH (1,1)",

author = "Robin Lumsdaine",

year = "1996",

language = "English",

volume = "64",

pages = "575--596",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "3",

}