Estimation of the ARCH parameters by solving linear equations

dc.contributor.author	Bose, Arup
dc.contributor.author	Mukherjee, Kanchan
dc.date.accessioned	2012-01-18T17:14:25Z
dc.date.available	2012-01-18T17:14:25Z
dc.date.issued	2003
dc.identifier.citation	Journal of time series analysis,V24,P127-136	en_US
dc.identifier.uri	http://hdl.handle.net/10263/3013
dc.language.iso	en	en_US
dc.subject	Quasi maximum likelihood estimation	en_US
dc.subject	ARCH models	en_US
dc.subject	Stationary and ergodic process	en_US
dc.subject	Martiangle central limit theorem	en_US
dc.title	Estimation of the ARCH parameters by solving linear equations	en_US
dc.type	Article	en_US