Daniel Straumann
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach The Annals of Statistics | 2007-03-12 | Paper |
| Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters The Annals of Statistics | 2006-06-21 | Paper |
| Estimation in conditionally heteroscedatic time series models. Lecture Notes in Statistics | 2005-08-25 | Paper |
| Whittle estimation in a heavy-tailed GARCH(1,1) model. Stochastic Processes and their Applications | 2005-02-25 | Paper |
Research outcomes over time
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