Estimation in conditionally heteroscedastic time series models / Daniel Straumann.

Author/creator Straumann, Daniel
Format Book
Publication InfoBerlin ; New York : Springer, ©2005.
Descriptionxi, 228 pages : illustrations ; 24 cm.
Subjects

SeriesLecture notes in statistics ; 181
Lecture notes in statistics (Springer-Verlag) ; v. 181. ^A162590
General noteOriginally issued as the author's thesis (Ph. D).
Bibliography noteIncludes bibliographical references (p. [215]-220) and indexes.
LCCN 2004115047
ISBN3540211357 (pbk.)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks QA276.8 .S75 2005 ✔ Available Place Hold