Adaptive estimation in ARCH models
Year of publication: |
1993
|
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Authors: | Linton, Oliver |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 9.1993, 4, p. 539-569
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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