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~person:"Linton, Oliver"
~subject:"Bias"
~subject:"Probability theory"
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Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
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2
An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver
- In:
Econometric theory
13
(
1997
)
4
,
pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
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