Asymptotic filtering theory for multivariate ARCH models
Year of publication: |
1996
|
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Authors: | Nelson, Daniel B. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 71.1996, 1, p. 1-47
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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