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Estimation in conditionally heteroscedastic time series models

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Bibliographic Details
Main Authors: Straumann Daniel
Published: Springer,
Publisher Address: Berlin New York
Publication Dates: c2005.
Literature type: Book
Language: English
Series: Lecture notes in statistics ; 181
Subjects:
Time-series analysis
Heteroscedasticity
Econometrics
Estimation d'un param·Øetre
Saerie chronologique
Haetaeroscaedasticitae
aEconomaetrie
Tijdreeksen
Schattingen
Bedrijfsfinanciering
Parameter estimation
Carrier Form: xi, 228 p.: ill. ; 24 cm.
ISBN: 3540211357 (pbk.)
9783540211358 (pbk.)
Index Number: O211
CLC: O211.61
Call Number: O211.61/S912
Contents: Originally issued as the author's thesis (Ph. D).
Includes bibliographical references (p. [215]-220) and indexes.

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