Minimum distance estimation for ARMA and GARCH processes

In Collections: Electronic Theses & Dissertations

Copyright Status: In Copyright

Material Type: Theses

Authors: Chung, Huimin

Date Published: 1997

Subjects: Autoregression (Statistics)
Estimation theory
Heteroscedasticity
Time-series analysis

Program of Study: Economics

Degree Level: Doctoral

Language: English

Pages: vii, 108 pages

Permalink: https://doi.org/doi:10.25335/2p4v-p428

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