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Maximum likelihood estimation for MA (1) processes with a root on or near the unit circle
Davis, Richard A. - In: Econometric theory 12 (1996) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001201819
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Rank-based estimation for GARCH processes
Andrews, Beth - In: Econometric theory 28 (2012) 5, pp. 1037-1064
Persistent link: https://www.econbiz.de/10009714725
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RANK-BASED ESTIMATION FOR GARCH PROCESSES
Andrews, Beth - In: Econometric theory 28 (2012) 5, pp. 1037-1065
Persistent link: https://www.econbiz.de/10010028017
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Maximum Likelihood Estimation for MA(1) Processes with a Root on or near the Unit Circle
Davis, Richard A.; Dunsmuir, William T.M. - In: Econometric theory 12 (1996) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10007001135