Pseudo-maximum likelihood estimation of ARCH [infinity] models :: P. M. Robinson :: LSE Suntory Centre 2005 :: OBNB, the Open British National Bibliography

Publication Data

Title Pseudo-maximum likelihood estimation of ARCH [infinity] models
Author P. M. Robinson
Contributors Paolo Zaffaroni, Suntory Centre
Publisher LSE Suntory Centre
Publication date 2005
Publication location London
Language English

Descriptive Notes

Title from PDF title screen (viewed on 15 February, 2006)

Topics

Mathematical statistics :: Asymptotic theory
Geometry, Differential

Catalogue Data

OBNB ID GBA623753
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.54

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Pseudo-maximum likelihood estimation of ARCH [infinity] models by P. M. Robinson. Published by LSE Suntory Centre in 2005. Publication and catalogue information, links to buy online and reader comments.