Normalized least-squares estimation in time-varying ARCH models
Collections
Citation
Fryzlewicz, Piotr; Sapatinas, Theofanis; Subba Rao, Suhasini (2008). Normalized least-squares estimation in time-varying ARCH models. Annals of Statistics. Available electronically from https : / /hdl .handle .net /1969 .1 /180365.