The efficiency of the estimators of the parameters in GARCH processes-Reference-Cited by-同舟云学术

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The efficiency of the estimators of the parameters in GARCH processes

Published:2004-04-01 Issue:2 Volume:32 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Berkes István¹,Horváth Lajos²

Affiliation:

1. A. Rényi Institute of Mathematics, Hungarian Academy of Sciences

2. Department of Mathematics, University of Utah

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdfview_1/euclid.aos/1083178941

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