Sistema de Biblioteca

Listar por autor "Bahamonde N."

Repositorio Dspace/Manakin

Buscar en DSpace

Listar por autor "Bahamonde N."

Ordenar por:Orden:Resultados:

  • Bondon P.; Bahamonde N. (2014-04-04)
    A least squares estimator for ARCH models in the presence of missing data is proposed. Strong consistency and asymptotic normality are derived. Monte Carlo simulation results are analysed and an application to real data ...
  • Ossandon S.; Bahamonde N. (2014-04-04)
    In this note we deduce a new mathematical representation, based on a discrete-time nonlinear state-space formulation, to characterize Generalized AutoRegresive Conditional Heteroskedasticity (GARCH) models. The purpose ...
  • Ossandon S.; Bahamonde N. (2014-04-04)
    A new mathematical representation, based on a discrete-time nonlinear state space formulation, is presented to characterize a Generalized Auto Regresive Conditional Heteroskedasticity (GARCH) model. Nonlinear parameter ...