Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Annals of Statistics |
| Volume | 34 |
| Pages (from-to) | 2449--2495 |
| Number of pages | 46 |
| ISSN | 0090-5364 |
| Publication status | Published - 2006 |
ID: 3749374