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On estimation in conditional heteroskedastic time series models under non-normal distributions
Liu, Shuangzhe
;
Heyde, Chris C.
- In:
Statistical papers
49
(
2008
)
3
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003715360
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Globalizing a nonsmooth Newton method via nonmonotone path search
Bütikofer, Stephan
- In:
Mathematical methods of operations research
68
(
2008
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10003763606
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