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Rainer Dahlhaus and Suhasini Subba Rao

Statistical inference of time-varying : ARCH processes

Bremen: Zentrum für Technomathematik, 2003

Title

Statistical inference of time-varying : ARCH processes / Rainer Dahlhaus ; Suhasini Subba Rao. [Ed. by Zentrum für Technomathematik, Fachbereich 3 - Mathematik und Informatik, Universität Bremen]

Involved 

Rainer Dahlhaus (Verfasser)
Suhasini Subba Rao (Verfasser)

Published

Bremen: Zentrum für Technomathematik
2003

Extent

38 S.

ISBN

978-3-88722-572-8

Language

Englisch

Topic

Mathematik

Series

DFG-Schwerpunktprogramm 1114, Mathematical methods for time series analysis and digital image processing : preprint series DFG-SPP 1114 ; Preprint 31

Other editions

Erscheint auch als Online-Ausgabe: Statistical inference of time-varying : ARCH processes

Record ID

968671578
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