Two-stage RLS algorithm for estimating ARCH models (Q857101)

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Two-stage RLS algorithm for estimating ARCH models
scientific article

    Statements

    title
    Two-stage RLS algorithm for estimating ARCH models (English)
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    author
    Abdelhakim Aknouche
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    Hafida Guerbyenne
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    publication date
    14 December 2006
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F12
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    65C60
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    zbMATH DE Number
    5080204
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    OpenAlex ID
    W2026999865
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