On estimation in conditional heteroskedastic time series models under non-normal distributions

✍ Scribed by Shuangzhe Liu; Chris C. Heyde

• Publisher: Springer-Verlag
• Year: 2006
• Tongue: English
• Weight: 210 KB
• Volume: 49
• Category: Article
• ISSN: 0932-5026
• DOI: 10.1007/s00362-006-0026-3