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

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@article{f7ff11400f7d11ddbee902004c4f4f50,

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

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

year = "2006",

language = "English",

volume = "34",

pages = "2449----2495",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

}