Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases
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Publication:1757893
DOI10.1007/s11203-012-9073-7zbMath1333.62203MaRDI QIDQ1757893
Publication date: 7 November 2012
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-012-9073-7
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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