Parameter Estimation in Conditional Heteroscedastic Models
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Publication:4707029
DOI10.1081/STA-120021324zbMath1104.62306MaRDI QIDQ4707029
Samarjit Das, Snigdhansu Chatterjee
Publication date: 4 June 2003
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-120021324
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
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