Normalized least-squares estimation in time-varying ARCH...

The Annals of Statistics 2008 / 04 Vol. 36; Iss. 2

Normalized least-squares estimation in time-varying ARCH models

Fryzlewicz, Piotr, Sapatinas, Theofanis, Subba Rao, Suhasini
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Volume:
36
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/07-AOS510
Date:
April, 2008
File:
PDF, 756 KB
english, 2008
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