Two-stage RLS algorithm for estimating ARCH models
type: Item
instance of: scholarly article
title: Two-stage RLS algorithm for estimating ARCH models
zbMATH Open document ID: 1101.62072
author: Abdelhakim Aknouche
author: Hafida Guerbyenne
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2006-12-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5080204
MaRDI profile type: Publication
full work available at URL: j.crma.2006.09.004
OpenAlex ID: W2026999865
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DOI: 10.1016/J.CRMA.2006.09.004
description: scientific article; zbMATH DE number 5080204