Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach

Research output: Working paper › Research

Standard

Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach. / Straumann, Daniel Yannik; Mikosch, Thomas Valentin.

Københavns Universitet : H.C.Ø.-Tryk, 2003. p. 1-36.

Research output: Working paper › Research

Harvard

Straumann, DY & Mikosch, TV 2003 'Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach' H.C.Ø.-Tryk, Københavns Universitet, pp. 1-36.

APA

Straumann, D. Y., & Mikosch, T. V. (2003). Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach. (pp. 1-36). H.C.Ø.-Tryk.

Vancouver

Straumann DY, Mikosch TV. Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach. Københavns Universitet: H.C.Ø.-Tryk. 2003, p. 1-36.

Author

Straumann, Daniel Yannik ; Mikosch, Thomas Valentin. / Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach. Københavns Universitet : H.C.Ø.-Tryk, 2003. pp. 1-36

Bibtex

@techreport{f50df1c074c611dbbee902004c4f4f50,
title = "Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach",
author = "Straumann, {Daniel Yannik} and Mikosch, {Thomas Valentin}",
year = "2003",
language = "English",
isbn = "87-7834-521-9",
pages = "1--36",
publisher = "H.C.{\O}.-Tryk",
type = "WorkingPaper",
institution = "H.C.{\O}.-Tryk",

}

RIS

TY - UNPB

T1 - Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach

AU - Straumann, Daniel Yannik

AU - Mikosch, Thomas Valentin

PY - 2003

Y1 - 2003

M3 - Working paper

SN - 87-7834-521-9

SP - 1

EP - 36

BT - Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach

PB - H.C.Ø.-Tryk

CY - Københavns Universitet

ER -

ID: 159805