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Please use this identifier to cite or link to this item: http://hdl.handle.net/10263/3013
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dc.contributor.authorBose, Arup-
dc.contributor.authorMukherjee, Kanchan-
dc.date.accessioned2012-01-18T17:14:25Z-
dc.date.available2012-01-18T17:14:25Z-
dc.date.issued2003-
dc.identifier.citationJournal of time series analysis,V24,P127-136en_US
dc.identifier.urihttp://hdl.handle.net/10263/3013-
dc.language.isoenen_US
dc.subjectQuasi maximum likelihood estimationen_US
dc.subjectARCH modelsen_US
dc.subjectStationary and ergodic processen_US
dc.subjectMartiangle central limit theoremen_US
dc.titleEstimation of the ARCH parameters by solving linear equationsen_US
dc.typeArticleen_US
Appears in Collections:Mathematics and Statistics

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