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Parameter stability and semiparametric inference in time va..:
Truquet, Lionel
Journal of the Royal Statistical Society. Series B (Statistical Methodology). 79 (2017) 5 - p. 1391-1414 , 2017
Link:
https://www.jstor.org/stable/44682534
RT Journal T1 <Title>Parameter stability and semiparametric inference in time varying auto-regressive conditional heteroscedasticity models</Title> UL https://suche.suub.uni-bremen.de/peid=jstor-44682534&Exemplar=1&LAN=DE A1 Truquet, Lionel PB John Wiley & Sons Ltd YR 2017 SN 1369-7412 SN 1467-9868 JF Journal of the Royal Statistical Society. Series B (Statistical Methodology) VO 79 IS 5 SP 1391 OP 1414 LK http://dx.doi.org/https://www.jstor.org/stable/44682534 DO https://www.jstor.org/stable/44682534 SF ELIB - SuUB Bremen
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