Normalized least-squares estimation in time-varying ARCH models
| dc.creator | Fryzlewicz, Piotr | |
| dc.creator | Sapatinas, Theofanis | |
| dc.creator | Subba Rao, Suhasini | |
| dc.date.accessioned | 2019-10-09T16:18:50Z | |
| dc.date.available | 2019-10-09T16:18:50Z | |
| dc.date.issued | 2008 | |
| dc.identifier.issn | 0090-5364 | |
| dc.identifier.issn | 2168-8966 | |
| dc.identifier.uri | https://hdl.handle.net/1969.1/180365 | |
| dc.format.extent | 44 | en |
| dc.publisher | Annals of Statistics | |
| dc.relation.ispartof | 1foldr Import 2019-10-08 Batch 5 | en |
| dc.relation.uri | 10.1214/07-AOS510 | en |
| dc.title | Normalized least-squares estimation in time-varying ARCH models | en |
