Stable limits of martingale transforms with application to the estimation of GARCH parameters
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Stable limits of martingale transforms with application to the estimation of GARCH parameters. / Mikosch, Thomas Valentin; Straumann, Daniel Yannik.
In: Annals of Statistics, Vol. 34, No. 1, 2006, p. 493-522.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Mikosch, TV & Straumann, DY 2006, 'Stable limits of martingale transforms with application to the estimation of GARCH parameters', Annals of Statistics, vol. 34, no. 1, pp. 493-522.
APA
Mikosch, T. V., & Straumann, D. Y. (2006). Stable limits of martingale transforms with application to the estimation of GARCH parameters. Annals of Statistics, 34(1), 493-522.
Vancouver
Mikosch TV, Straumann DY. Stable limits of martingale transforms with application to the estimation of GARCH parameters. Annals of Statistics. 2006;34(1):493-522.
Author
Bibtex
@article{638856406c3811dcbee902004c4f4f50,
title = "Stable limits of martingale transforms with application to the estimation of GARCH parameters",
author = "Mikosch, {Thomas Valentin} and Straumann, {Daniel Yannik}",
year = "2006",
language = "English",
volume = "34",
pages = "493--522",
journal = "Annals of Statistics",
issn = "0090-5364",
publisher = "Institute of Mathematical Statistics",
number = "1",
}
RIS
TY - JOUR
T1 - Stable limits of martingale transforms with application to the estimation of GARCH parameters
AU - Mikosch, Thomas Valentin
AU - Straumann, Daniel Yannik
PY - 2006
Y1 - 2006
M3 - Journal article
VL - 34
SP - 493
EP - 522
JO - Annals of Statistics
JF - Annals of Statistics
SN - 0090-5364
IS - 1
ER -
ID: 1120617