Statistical inference for time-varying ARCH processes Academic Article

authors

• Subbarao, Suhasini

published proceedings

• The Annals of Statistics

altmetric score

• 3

author list (cited authors)

• Dahlhaus, R., & Rao, S. S.

citation count

• 161

complete list of authors

• Dahlhaus, Rainer||Rao, Suhasini Subba

publication date

• January 2006

publisher

• Institute of Mathematical Statistics  Publisher

published in

• ANNALS OF STATISTICS  Journal

keywords

• Clinical Research
• Clinical Trials And Supportive Activities

Digital Object Identifier (DOI)

• 10.1214/009053606000000227

start page

• 1075

end page

• 1114

volume

• 34

issue

• 3

URL

• http%3A%2F%2Fdx.doi.org%2F10.1214%2F009053606000000227