Bootstrapping stationary ARMA-GARCH models /

Bibliographic Details

Main Author:	Shimizu, Kenichi
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Wiesbaden : Vieweg + Teubner, 2009.
Edition:	1. ed.
Series:	Vieweg+Teubner research.
Subjects:	ARMA-Modell. Bootstrap-Statistik. GARCH-Prozess. Mathematical statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book