Estimation in a class of nonlinear heteroscedastic time series models

Electronic Journal of Statistics

Volumn 2, Issue , 2008, Pages 40-62

  Ngatchou Wandji, Joseph ^a  

^a UNIVERSITÉ DE CAEN   (France)

Author keywords

Conditional least squares estimation; Conditional likelihood estimation; Heteroscedastic models; Kernel density estimation; LATEX 2

Indexed keywords

EID: 70449651587     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-EJS157     Document Type: Article

References (36)

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