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Edited by: 一橋大学経済研究所 = Institute of Economic Research, Hitotsubashi University
Published by: Institute of Economic Research, Hitotsubashi University
このアイテムのアクセス数:
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2024-09-23
05:10 集計
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このアイテムへのリンクには次のURLをご利用ください: https://hdl.handle.net/10086/13427
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cover_13427
pdf
DP471
pdf
228 KB
1,649
詳細情報
詳細情報出力
Title
Asymptotically efficient estimation of the change point for semiparametric GARCH models
Creator
Creator Name
Shiohama, Takayuki
Shiohama, Takayuki
Affiliation
Affiliation Name
Hitotsubashi University
Editor
Contributor Name
Institute of Economic Research, Hitotsubashi University
Key Word
GARCH process
change point
maximum likelihood estimator
Bayesian estimator
asymptotic efficiency
Publisher
Institute of Economic Research, Hitotsubashi University
Issued Date
2006-01
Language
英語(eng)
Resource Type
technical report(テクニカルレポート)
Version Type
VoR
Relation - Is Part Of
Related Title
Discussion paper series. A ; No. a471
Relation
Related Identifier
URI
http://www.ier.hit-u.ac.jp/English/
NCID
AA11476336
Number of Pages
23 p.
Appears in Collections
Discussion paper series / Institute of Economic Research, Hitotsubashi University
URL
https://hdl.handle.net/10086/13427
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