Type of Publication: Article in Collected Edition

Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series

Author(s):

Ziel, Florian

Editor:

Steland, A.; Rafajłowicz, E.; Szajowski, K.

Title of Anthology:

Stochastic Models, Statistics and Their Applications. Springer Proceedings in Mathematics & Statistics

pages:

207-214

Publisher:

Springer

Publication Date:

2015

Digital Object Identifier (DOI):

doi:10.1007/978-3-319-13881-7_23

Link to complete version:

http://link.springer.com/chapter/10.1007/978-3-319-13881-7_23

Citation:

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