Items where Author is "Moser, Martin"
Group by: Document type | No Grouping
Number of items: 2.
Maercker, Gisela ; Moser, Martin (1999) Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap. [Working paper]
Franke, Jürgen ; Kreiss, Jens-Peter ; Moser, Martin (1998) Bootstrap Autoregressive Order Selection. [Working paper]