Straumann, Daniel.

Estimation in conditionally heteroscedastic time series models/ Daniel Straumann ; Daniel Straumann. - xi, 228 sayfa: resimli - Lecture notes in statistics ; 181. . - Lecture notes in statistics ; 181. .

3540211357 170,74199999999999


Parameter estimation.
Time-series analysis.
Heteroscedasticity.
Econometrics.

QA276.8 / .S77 2005