Stable limits of martingale transforms with application to the estimation of GARCH parameters

Thomas Valentin Mikosch, Daniel Yannik Straumann

34 Citationer (Scopus)

Citationsformater

@article{638856406c3811dcbee902004c4f4f50,

title = "Stable limits of martingale transforms with application to the estimation of GARCH parameters",

author = "Mikosch, {Thomas Valentin} and Straumann, {Daniel Yannik}",

year = "2006",

language = "English",

volume = "34",

pages = "493--522",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

number = "1",

}