Open AccessAsypmtotic Filtering Theory for Univariate Arch Models
Author(s) -
Daniel B. Nelson,
Dean P. Foster
Publication year - 1994
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/t0129
Subject(s) - univariate , arch , econometrics , computer science , mathematics , statistics , geography , multivariate statistics , archaeology
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