Stable limits of martingale transforms with application to the estimation of GARCH parameters
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Annals of Statistics |
| Volume | 34 |
| Issue number | 1 |
| Pages (from-to) | 493-522 |
| ISSN | 0090-5364 |
| Publication status | Published - 2006 |
ID: 1120617