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Quasi-Maximum Likelihood Parameter Estimation For Strictly Stationary Generalized Autoregressive Conditional Heteroscedasticity Processes

master
Author
Skrobisz Paulina
Reviewer
Mazur Marcin

Edigarian Armen
Advisor
Edigarian Armen
Date of defence
2010-10-26
Affiliation
Wydział Matematyki i Informatyki
dc.affiliationWydział Matematyki i Informatykipl
dc.contributor.advisorEdigarian, Armen - 127869 pl
dc.contributor.authorSkrobisz, Paulinapl
dc.contributor.departmentbycodeUJK/WMI2pl
dc.contributor.reviewerMazur, Marcinpl
dc.contributor.reviewerEdigarian, Armen - 127869 pl
dc.date.accessioned2020-07-13T19:40:37Z
dc.date.available2020-07-13T19:40:37Z
dc.date.submitted2010-10-26pl
dc.fieldofstudymatematyka finansowapl
dc.identifier.apddiploma-51941-35188pl
dc.identifier.projectAPD / Opl
dc.identifier.urihttps://ruj.uj.edu.pl/xmlui/handle/item/168050
dc.source.integratorfalse
dc.titleQuasi-Maximum Likelihood Parameter Estimation For Strictly Stationary Generalized Autoregressive Conditional Heteroscedasticity Processespl
dc.typemasterpl
dspace.entity.typePublication
dc.affiliationpl
Wydział Matematyki i Informatyki
dc.contributor.advisorpl
Edigarian, Armen - 127869
dc.contributor.authorpl
Skrobisz, Paulina
dc.contributor.departmentbycodepl
UJK/WMI2
dc.contributor.reviewerpl
Mazur, Marcin
dc.contributor.reviewerpl
Edigarian, Armen - 127869
dc.date.accessioned
2020-07-13T19:40:37Z
dc.date.available
2020-07-13T19:40:37Z
dc.date.submittedpl
2010-10-26
dc.fieldofstudypl
matematyka finansowa
dc.identifier.apdpl
diploma-51941-35188
dc.identifier.projectpl
APD / O
dc.identifier.uri
https://ruj.uj.edu.pl/xmlui/handle/item/168050
dc.source.integrator
false
dc.titlepl
Quasi-Maximum Likelihood Parameter Estimation For Strictly Stationary Generalized Autoregressive Conditional Heteroscedasticity Processes
dc.typepl
master
dspace.entity.type
Publication
Affiliations
No affiliation
Skrobisz, Paulina
Mazur, Marcin
Edigarian, Armen

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