مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares

Title of article :

Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares

Author/Authors :

T. K. Mak، نويسنده , , H. Wong، نويسنده , , W. K. Li، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

169

To page :

178

Keywords :

Autoregressive conditional heteroscedasticity , Maximumlikelihood estimation , Iteratively weighted least squares , Nonlinear time series models

Journal title :

Computational Statistics and Data Analysis

Serial Year :

1997

Journal title :

Computational Statistics and Data Analysis

Record number :

153531

Link To Document :