1

On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors

Year:
2003
Language:
english
File:
PDF, 2.77 MB
english, 2003
2

Asymptotic Theory for a Vector ARMA-GARCH Model

Year:
2003
Language:
english
File:
PDF, 2.30 MB
english, 2003