Showing 1 - 3 results of 3 for search 'Nelson, Daniel B.', query time: 0.03s Refine Results
In addition to media from the THWS, media from other Bavarian libraries are also displayed.
These are marked with the "Interlibrary loan" label and can be ordered by clicking on them.
  1. 1
    Asymptotically optimal smoothing with ARCH models

    Asymptotically optimal smoothing with ARCH models by Nelson, Daniel B.

    Published 1994
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  2. 2
    Continuous record asymptotics for rolling sample variance estimators

    Continuous record asymptotics for rolling sample variance estimators by Foster, Dean P., Nelson, Daniel B.

    Published 1994
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  3. 3
    Asymptotic filtering theory for multivariate ARCH models

    Asymptotic filtering theory for multivariate ARCH models by Nelson, Daniel B.

    Published 1994
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