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Bootstrapping stationary ARMA-GARCH ...

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Shimizu, Kenichi.

Bootstrapping stationary ARMA-GARCH models

Record Type:	Electronic resources : Monograph/item
Title/Author:	Bootstrapping stationary ARMA-GARCH modelsby 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:	Mathematical statistics.
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:

181877
Mathematical statistics.

Dewey Class. No.: 519.54

Bootstrapping stationary ARMA-GARCH models
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020 $a 9783834809926 (paper)
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090 $a QA276 $b .S556 2009
100 1 $a Shimizu, Kenichi. $3 455668
245 1 0 $a Bootstrapping stationary ARMA-GARCH models $h [electronic resource] / $c by Kenichi Shimizu.
260 $a Wiesbaden : $b Vieweg+Teubner Verlag / Springer Fachmedien Wiesbaden GmbH, Wiesbaden, $c 2010.
300 $a xii, 129 p. : $b digital ; $c 21 cm.
650 0 $a Mathematical statistics. $3 181877
650 1 4 $a Mathematics. $3 184409
650 2 4 $a Mathematics, general. $3 274849
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856 4 0 $u http://dx.doi.org/10.1007/978-3-8348-9778-7
950 $a Mathematics and Statistics (Springer-11649)

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http://dx.doi.org/10.1007/978-3-8348-9778-7

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