Estimating the ARCH parameters by solving linear equations

10.1111/1467-9892.00296

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Bibliographic Details
Main Authors:	Bose, A., Murherjee, K.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Arch models Martingale central limit theorem Quasi maximum likelihood estimation Stationary and ergodic process
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105124
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Institution:	National University of Singapore

Description
Summary:	10.1111/1467-9892.00296

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