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Estimation in conditionally heteroscedastic time series models

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47261] Author:	StraumannDaniel.,
[NT 47351] Place of Publication:	Berlin
[NT 47263] Published:	Springer;
[NT 47352] Year of Publication:	c2005.
[NT 47264] Description:	xi, 228 p.ill. : 24 cm.;
[NT 47298] Series:	Lecture notes in statistics181
[NT 47266] Subject:	Time-series analysis. -
[NT 47266] Subject:	Heteroscedasticity. -
[NT 47266] Subject:	Parameter estimation. -
[NT 47266] Subject:	Econometrics. -
[NT 47265] Notes:	Originally presented as the author's thesis (doctoral).
[NT 50961] ISBN:	3540211357

Estimation in conditionally heteroscedastic time series models
Straumann, Daniel.

Estimation in conditionally heteroscedastic time series models / Daniel Straumann. - Berlin : Springer, c2005.. - xi, 228 p. ; ill. ; 24 cm.. - (Lecture notes in statistics ; 181).
Originally presented as the author's thesis (doctoral)..
Includes bibliographical references (p. [215]-220) and indexes..
ISBN 3540211357
Time-series analysis.Heteroscedasticity.Parameter estimation.Econometrics.

Estimation in conditionally heteroscedastic time series models
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225 0 $a Lecture notes in statistics $v 181
300 $a Originally presented as the author's thesis (doctoral).
320 $a Includes bibliographical references (p. [215]-220) and indexes.
410 0 $1 2001 $a Lecture notes in statistics (Springer-Verlag)
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606 $a Heteroscedasticity. $3 129142
606 $a Parameter estimation. $3 129143
606 $2 lc $a Econometrics. $3 188403
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700 $a Straumann $b Daniel. $3 129141

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