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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"CESifo working papers"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Nelson, Daniel B."
~subject:"Estimation theory"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Nelson, Daniel B.
Pesaran, M. Hashem
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Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000934888
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000920888
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3
Asymptotically optimal smoothing with arch models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920975
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4
Asymptotic filtering theory for univariate ARCH models
Nelson, Daniel B.
;
Foster, Dean P.
-
1992
Persistent link: https://www.econbiz.de/10000849715
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