Statistical inference for time-varying ARCH processes
Academic Article
- Overview
- Research
- Identity
- Additional Document Info
- View All
Overview
author list (cited authors)
- Dahlhaus, R., & Subba Rao, S
complete list of authors
- Dahlhaus, Rainer||Subba Rao, Suhasini
publication date
- January 1, 2006 11:11 AM
publisher
- Institute of Mathematical Statistics Publisher
published in
- ANNALS OF STATISTICS Journal