Daniel Straumann

Available identifiers

zbMath Open straumann.danielMaRDI QIDQ869980

List of research outcomes

Publication	Date of Publication	Type
Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach	2007-03-12	Paper
Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters	2006-06-21	Paper
Estimation in conditionally heteroscedatic time series models.	2005-08-25	Paper
Whittle estimation in a heavy-tailed GARCH(1,1) model.	2005-02-25	Paper

Research outcomes over time

This page was built for person: Daniel Straumann