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

id	sg-nus-scholar.10635-105124
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spelling	sg-nus-scholar.10635-1051242023-10-31T07:46:18Z Estimating the ARCH parameters by solving linear equations Bose, A. Murherjee, K. STATISTICS & APPLIED PROBABILITY Arch models Martingale central limit theorem Quasi maximum likelihood estimation Stationary and ergodic process 10.1111/1467-9892.00296 Journal of Time Series Analysis 24 2 127-136 JTSAD 2014-10-28T05:11:51Z 2014-10-28T05:11:51Z 2003-03 Article Bose, A., Murherjee, K. (2003-03). Estimating the ARCH parameters by solving linear equations. Journal of Time Series Analysis 24 (2) : 127-136. ScholarBank@NUS Repository. https://doi.org/10.1111/1467-9892.00296 01439782 http://scholarbank.nus.edu.sg/handle/10635/105124 000182292000001 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Arch models Martingale central limit theorem Quasi maximum likelihood estimation Stationary and ergodic process
spellingShingle	Arch models Martingale central limit theorem Quasi maximum likelihood estimation Stationary and ergodic process Bose, A. Murherjee, K. Estimating the ARCH parameters by solving linear equations
description	10.1111/1467-9892.00296
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Bose, A. Murherjee, K.
format	Article
author	Bose, A. Murherjee, K.
author_sort	Bose, A.
title	Estimating the ARCH parameters by solving linear equations
title_short	Estimating the ARCH parameters by solving linear equations
title_full	Estimating the ARCH parameters by solving linear equations
title_fullStr	Estimating the ARCH parameters by solving linear equations
title_full_unstemmed	Estimating the ARCH parameters by solving linear equations
title_sort	estimating the arch parameters by solving linear equations
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105124
_version_	1781787995806892032

Estimating the ARCH parameters by solving linear equations

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