Asymptotic inference for ar models with heavy-tailed g-Garch noises
Rongmao Zhang; Shiqing Ling
| Year of publication: |
2015
|
|---|---|
| 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: | Induktive Statistik | Statistical inference | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011341924