Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach. / Mikosch, Thomas Valentin; Straumann, Daniel.
In: Annals of Statistics, Vol. 34, 2006, p. 2449--2495.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Mikosch, TV & Straumann, D 2006, 'Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach', Annals of Statistics, vol. 34, pp. 2449--2495.
APA
Mikosch, T. V., & Straumann, D. (2006). Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach. Annals of Statistics, 34, 2449--2495.
Vancouver
Mikosch TV, Straumann D. Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach. Annals of Statistics. 2006;34:2449--2495.
Author
Bibtex
@article{f7ff11400f7d11ddbee902004c4f4f50,
title = "Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach",
author = "Mikosch, {Thomas Valentin} and Daniel Straumann",
year = "2006",
language = "English",
volume = "34",
pages = "2449----2495",
journal = "Annals of Statistics",
issn = "0090-5364",
publisher = "Institute of Mathematical Statistics",
}
RIS
TY - JOUR
T1 - Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach
AU - Mikosch, Thomas Valentin
AU - Straumann, Daniel
PY - 2006
Y1 - 2006
M3 - Journal article
VL - 34
SP - 2449
EP - 2495
JO - Annals of Statistics
JF - Annals of Statistics
SN - 0090-5364
ER -
ID: 3749374