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http://hdl.handle.net/10263/3013| Title: | Estimation of the ARCH parameters by solving linear equations |
| Authors: | Bose, Arup Mukherjee, Kanchan |
| Keywords: | Quasi maximum likelihood estimation ARCH models Stationary and ergodic process Martiangle central limit theorem |
| Issue Date: | 2003 |
| Citation: | Journal of time series analysis,V24,P127-136 |
| URI: | http://hdl.handle.net/10263/3013 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Binder1.pdf | 937.67 kB | Adobe PDF | View/Open |
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