{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,30]],"date-time":"2026-10-30T00:00:01Z","timestamp":1793318401885,"version":"4.5.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[1998,2,1]],"date-time":"1998-02-01T00:00:00Z","timestamp":886291200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1998,2]]},"abstract":"<jats:p>This paper deals with the asymptotic properties \nof quasi-maximum likelihood estimators for multivariate \nheteroskedastic models. For a general model, we give conditions \nunder which strong consistency can be obtained; unlike \nin the current literature, the assumptions on the existence \nof moments of the error term are weak, and no study of \nthe various derivatives of the likelihood is required. \nThen, for a particular model, the multivariate GARCH model \nwith constant correlation, we describe the set of parameters \nwhere these conditions hold.<\/jats:p>","DOI":"10.1017\/s0266466698141038","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"70-86","source":"Crossref","is-referenced-by-count":332,"title":["STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS"],"prefix":"10.1017","volume":"14","author":[{"given":"Thierry","family":"Jeantheau","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1998,2,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698141038","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,3,31]],"date-time":"2019-03-31T15:04:00Z","timestamp":1554044640000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698141038\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,2]]},"references-count":0,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1998,2]]}},"alternative-id":["S0266466698141038"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698141038","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,2]]}}}