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
10
From page
169
To page
178
Keywords
Autoregressive conditional heteroscedasticity , Nonlinear time series models , Iteratively weighted least squares , Maximumlikelihood estimation
Journal title
Computational Statistics and Data Analysis
Serial Year
1997
Journal title
Computational Statistics and Data Analysis
Record number
307293
Link To Document