Detection and estimation of changes in ARCH processes
Piotr Kokoszka and Remigijus Leipus
| Year of publication: |
2000
|
|---|---|
| Authors: | Kokoszka, Piotr ; Leipus, Remigijus |
| Published in: |
Measuring risk in complex stochastic systems. - New York : Springer, ISBN 0-387-98996-X. - 2000, p. 149-160
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001579730