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عنوان
Estimation in conditionally heteroscedastic time series models

پدید آورنده
Daniel Straumann,Title

موضوع
Parameter estimation,Time-series analysis,Heteroscedasticity,Econometrics

رده
EBOOK
,
QA
.
S77
276
.
8
2005

کتابخانه
Central Library of Imam Khomeini International University of Qazvin

محل استقرار
استان: Qazvin ـ شهر: Qazvin

Central Library of Imam Khomeini International University of Qazvin

تماس با کتابخانه : 33780050-028

INTERNATIONAL STANDARD BOOK NUMBER

(Number (ISBN
3540211357 )pbk.(

TITLE AND STATEMENT OF RESPONSIBILITY

Title Proper
Estimation in conditionally heteroscedastic time series models
First Statement of Responsibility
Daniel Straumann

.PUBLICATION, DISTRIBUTION, ETC

Place of Publication, Distribution, etc.
Berlin ;New York
Name of Publisher, Distributor, etc.
Springer,
Date of Publication, Distribution, etc.
c2005

PHYSICAL DESCRIPTION

Specific Material Designation and Extent of Item
xi, 228 p. : ill.

SERIES

Series Title
Lecture notes in statistics ;181
Series Title
Series: Lecture notes in statistics )Springer-Verlag( ;v. 181.

GENERAL NOTES PERTAINING TO DESCRIPTIVE INFORMATION

Text of Note
Originally presented as the author's thesis )doctoral(.

SUMMARY OR ABSTRACT

Text of Note
Includes bibliographical references )p. ]215[-220( and indexes.

TOPICAL NAME USED AS SUBJECT

Entry Element
Parameter estimation
Entry Element
Time-series analysis
Entry Element
Heteroscedasticity
Entry Element
Econometrics

DEWEY DECIMAL CLASSIFICATION

Number
519
.
5
.
44

LIBRARY OF CONGRESS CLASSIFICATION

Class number
EBOOK
,
QA
Classification Record Number
276
.
8
Book number
.
S77
2005

PERSONAL NAME - PRIMARY RESPONSIBILITY

Entry Element
Straumann, Daniel
Entry Element
Title

English Book

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