Offline and online weighted least squares estimation of...

Statistics & Probability Letters 2011 Vol. 81; Iss. 10

Offline and online weighted least squares estimation of nonstationary power ARCH processes

Abdelhakim Aknouche, Eid M. Al-Eid, Aboubakry M. Hmeid
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Volume:
81
Year:
2011
Language:
english
Pages:
6
DOI:
10.1016/j.spl.2011.05.002
File:
PDF, 242 KB
english, 2011
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