WHITTLE ESTIMATION OF ARCH MODELS

DOI10.1017/S0266466601173056zbMath1051.62074MaRDI QIDQ4807259

Liudas Giraitis, Peter M. Robinson

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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