Pan-African University Institute of Basic Sciences, Technology and Innovation, Nairobi, Kenya
Machakos University, Machakos, Kenya
Jomo Kenyatta University of Agriculture and Technology, Nairobi, Kenya
Copyright © 2018 Irene W. Irungu, Peter N. Mwita, Antony G. Waititu et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Irungu, I. , Mwita, P. and Waititu, A. (2018) Limit Theory of Model Order Change-Point Estimator for GARCH Models.
Journal of Mathematical Finance,
8, 426-445. doi:
10.4236/jmf.2018.82027.