Title of article :
On the estimation of β-ARCH models
Author/Authors :
Ouagnina Hili، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1999
Pages :
9
From page :
285
To page :
293
Keywords :
Markov chain , invertibility , Stationarity , -ARCH model , Existence of moments , Consistency , Asymptotic normality , Hellinger distance , Estimation , -mixing
Journal title :
Statistics and Probability Letters
Serial Year :
1999
Journal title :
Statistics and Probability Letters
Record number :
139250
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139250
