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

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Standard

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

I: Annals of Statistics, Bind 34, 2006, s. 2449--2495.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Mikosch, TV & Straumann, D 2006, 'Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach', Annals of Statistics, bind 34, s. 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

Mikosch, Thomas Valentin ; Straumann, Daniel. / Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach. I: Annals of Statistics. 2006 ; Bind 34. s. 2449--2495.

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