<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap"^^ . "We investigate GARCH(1,1) processes and first prove their stability.Using the representation of the squared GARCH model as an ARMA model wethen consider Yule-Walker type estimators for the parameters of theGARCH(1,1) model and derive their asymptotic normality.We use a residual bootstrap to define bootstrap estimators for theYule-Walker estimates and prove the consistency of this bootstrapmethod. Some simulation results will demonstrate the small sample behaviour ofthe bootstrap procedure."^^ . "1999-06" . . . . . . . . . . "Martin"^^ . "Moser"^^ . "Martin Moser"^^ . . "Gisela"^^ . "Maercker"^^ . "Gisela Maercker"^^ . . . . . . "Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap (Other)"^^ . . . . . . "preview.jpg"^^ . . . "Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap (Other)"^^ . . . . . . "medium.jpg"^^ . . . "Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap (Other)"^^ . . . . . . "small.jpg"^^ . . . "Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap (PDF)"^^ . . . "beitrag.58.pdf"^^ . . . "Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap (Other)"^^ . . . . . . "lightbox.jpg"^^ . . "HTML Summary of #20781 \n\nYule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap\n\n" . "text/html" . . . "510 Mathematik"@de . "510 Mathematics"@en . .