Asymptotic inference for ar models with heavy-tailed g-Garch noises
Year of publication: |
2015
|
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Authors: | Zhang, Rongmao ; Ling, Shiqing |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 4, p. 880-890
|
Subject: | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Statistische Verteilung | Statistical distribution |
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