Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Year of publication: |
2007
|
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Authors: | Iglesias, Emma M. ; Linton, Oliver |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 6, p. 1136-1161
|
Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Theorie | Theory |
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