Asymptotically efficient estimation of the change point for semiparametric GARCH models

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Bibliographic Information

Title
"Asymptotically efficient estimation of the change point for semiparametric GARCH models"
Statement of Responsibility
Takayuki, Shiohama
Publisher
  • Institute of Economic Research, Hitotsubashi University
Publication Year
  • 2006
Book size
30 cm

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Notes

"January, 2006"

Bibliography: p. 17-20

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Details 詳細情報について

  • CRID
    1130282269443655296
  • NII Book ID
    BA75938214
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Kunitachi
  • Data Source
    • CiNii Books
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