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Bootstrapping stationary ARMA-GARCH ...

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Bootstrapping stationary ARMA-GARCH models

Record Type:	Electronic resources : Monograph/item
Title/Author:	Bootstrapping stationary ARMA-GARCH models/ by Kenichi Shimizu.
Author:	Shimizu, Kenichi.
Published:	Wiesbaden :Vieweg+Teubner Verlag / Springer Fachmedien Wiesbaden GmbH, Wiesbaden, : 2010.,
Description:	xii, 129 p. :digital ; : 21 cm.;
Contained By:	Springer eBooks
Subject:	Mathematics, general. -
Online resource:	http://dx.doi.org/10.1007/978-3-8348-9778-7
ISBN:	9783834897787 (electronic bk.)

Bootstrapping stationary ARMA-GARCH models
Shimizu, Kenichi.

Bootstrapping stationary ARMA-GARCH models[electronic resource] /by Kenichi Shimizu. - Wiesbaden :Vieweg+Teubner Verlag / Springer Fachmedien Wiesbaden GmbH, Wiesbaden,2010. - xii, 129 p. :digital ;21 cm.

ISBN: 9783834897787 (electronic bk.)Subjects--Topical Terms:

121534
Mathematics, general.

Dewey Class. No.: 519.54

Bootstrapping stationary ARMA-GARCH models
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100 1 $a Shimizu, Kenichi. $3 365143
245 1 0 $a Bootstrapping stationary ARMA-GARCH models $h [electronic resource] / $c by Kenichi Shimizu.
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300 $a xii, 129 p. : $b digital ; $c 21 cm.
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650 1 4 $a Mathematics. $3 83487
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950 $a Mathematics and Statistics (Springer-11649)

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