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Estimation in Conditionally Heteroscedastic Time Series Models pp 187-213 | Cite as

Whittle Estimation in a Heavy—tailed GARCH(1,1) Model

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Part of the Lecture Notes in Statistics book series (LNS, volume 181)

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© Springer Berlin Heidelberg 2005

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Cite this chapter as:: (2005) Whittle Estimation in a Heavy—tailed GARCH(1,1) Model. In: Estimation in Conditionally Heteroscedastic Time Series Models. Lecture Notes in Statistics, vol 181. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-26978-9_8

DOI https://doi.org/10.1007/3-540-26978-9_8
Publisher Name Springer, Berlin, Heidelberg
Print ISBN 978-3-540-21135-8
Online ISBN 978-3-540-26978-6
eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)

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