Asymptotic filtering theory for univariate arch models
Year of publication: |
1994
|
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Authors: | Nelson, Daniel B. |
Other Persons: | Foster, Dean P. (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 62.1994, 1, p. 1-41
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Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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