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subject:"Time series analysis"
~institution:"Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>"
~institution:"International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>"
~institution:"University of Chicago / Graduate School of Business"
~isPartOf:"Working paper series economics and econometrics"
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Time series analysis
Estimation theory
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Nelson, Daniel B.
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
University of Chicago / Graduate School of Business
University of Chicago / Graduate School of Business / Department of Economics
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Working paper series economics and econometrics
International symposia in economic theory and econometrics
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Studies in income and wealth
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899156
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Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899157
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