NOTE ON ASYMPTOTICS OF WHITTLE ESTIMATORS FOR SQUARE TRANSFORMED ARCH(∞) MODELS
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概要
- 論文の詳細を見る
- 2007-01-01
著者
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Amano Tomoyuki
Department Of Applied Mathematics School Of Science And Engineering Waseda University
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Amano Tomoyuki
Department Of Applied Mathematics School Of Fundamental Science And Engineering Waseda University
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Amano Tomoyuki
Department Of Mathematical Sciences School Of Science And Engineering Waseda University
関連論文
- ASYMPTOTIC EFFICIENCY OF ESTIMATING FUNCTION ESTIMATORS FOR NONLINEAR TIME SERIES MODELS
- SYSTEMATIC APPROACH FOR PORTMANTEAU TESTS IN VIEW OF THE WHITTLE LIKELIHOOD RATIO
- COMPARISON OF WHITTLE TYPE PORTMANTEAU TESTS
- NOTE ON ASYMPTOTICS OF WHITTLE ESTIMATORS FOR SQUARE TRANSFORMED ARCH(∞) MODELS