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

Daniel Yannik Straumann, Thomas Valentin Mikosch

Cite this

@techreport{f50df1c074c611dbbee902004c4f4f50,

title = "Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach",

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

year = "2003",

language = "English",

isbn = "87-7834-521-9",

pages = "1--36",

publisher = "H.C.{\O}.-Tryk",

type = "WorkingPaper",

institution = "H.C.{\O}.-Tryk",

}

TY - UNPB

T1 - Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach

AU - Straumann, Daniel Yannik

AU - Mikosch, Thomas Valentin

PY - 2003

Y1 - 2003

M3 - Working paper

SN - 87-7834-521-9

SP - 1

EP - 36

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

PB - H.C.Ø.-Tryk

CY - Københavns Universitet

ER -