✦ LIBER ✦

ARMA MODELS WITH ARCH ERRORS

✍ Scribed by Andrew A. Weiss

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Parameter estimation for ARMA processes

✍ Han-Fu Chen; Claude Deniau 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 476 KB

Inference in Arch and Garch Models with

✍ Peter Hall; Qiwei Yao 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 409 KB

Testing hypotheses on the “drift” of par

✍ M. V. Boldin; I. G. Erlikh 📂 Article 📅 2009 🏛 Allerton Press Inc 🌐 English ⚖ 752 KB

Transforming the error-components model

✍ John W. Galbraith; Victoria Zinde-Walsh 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 401 KB

Least Absolute Deviation Estimation for

✍ Richard A. Davis; William T. M. Dunsmuir 📂 Article 📅 1997 🏛 Springer US 🌐 English ⚖ 459 KB

Theory & Methods: On a Class of Nonlinea

✍ Gemai Chen; Min Chen 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 111 KB