On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors

Ling, Shiqing; McAleer, Michael

Institute of Social and Economic Research Discussion Papers, 2001, 548

アクセス数:146件（2025-03-15 15:02 集計）

固定URL: https://hdl.handle.net/11094/13820

タイトル	On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors
著者	著者名 Ling, Shiqing
著者	著者名 McAleer, Michael
キーワード等	ISER discussion paper
出版者	The Institute of Social and Economic Research, Osaka University
収録物名	Institute of Social and Economic Research Discussion Papers
巻(号)	548
刊行年月	2001-07
言語	英語
ハンドルURL	https://hdl.handle.net/11094/13820
関連情報 (references)	URI http://www.iser.osaka-u.ac.jp/library/dp/2001/dp0548.pdf
アクセス権	metadata only access
カテゴリ	ディスカッション／ワーキング・ペーパー DP/WP
カテゴリ	Institute of Social and Economic Research Discussion Papers

資源タイプ	テクニカルレポート
ローカル資源タイプ	ディスカッション／ワーキング・ペーパー
DCMI資源タイプ	text
DCTERMS.bibliographicCitation	Institute of Social and Economic Research Discussion Papers. 2001, 548
DC.title	On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors
DC.creator	Ling, Shiqing
DC.creator	McAleer, Michael
DC.publisher	The Institute of Social and Economic Research, Osaka University
DC.language' scheme='DCTERMS.RFC1766	英語
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2001-07
DC.relation' scheme='DCTERMS.URI	http://www.iser.osaka-u.ac.jp/library/dp/2001/dp0548.pdf
DC.subject	ISER discussion paper
DC.format	13820
citation_title	On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors
citation_author	Ling, Shiqing
citation_author	McAleer, Michael
citation_publisher	The Institute of Social and Economic Research, Osaka University
citation_language	英語
citation_date	2001-07
citation_journal_title	Institute of Social and Economic Research Discussion Papers
citation_volume	548
citation_public_url	https://hdl.handle.net/11094/13820
citation_abstract_html_url	http://www.iser.osaka-u.ac.jp/library/dp/2001/dp0548.pdf