Estimating Functions for Nonlinear Time Series Models
| Year of publication: |
2001
|
|---|---|
| Authors: | Chandra, S. ; Taniguchi, Masanobu |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 1, p. 125-141
|
| Publisher: |
Springer |
| Subject: | Nonlinear time series models | random coefficient autoregressive models | autoregressive conditional heteroskedasticity models | conditional least squares estimator | estimating function | classical moment estimator | asymptotic optimality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616436