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Efficient Use of High Order Autocorrelations for Estimating Autoregressive Processes

Author

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  • Laurence Broze

    (Crest)

  • Christian Francq

    (Crest)

  • Jean-Michel Zakoïan

    (Crest)

Abstract

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Suggested Citation

  • Laurence Broze & Christian Francq & Jean-Michel Zakoïan, 1999. "Efficient Use of High Order Autocorrelations for Estimating Autoregressive Processes," Working Papers 99-56, Center for Research in Economics and Statistics.
  • Handle: RePEc:crs:wpaper:99-56
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    File URL: http://crest.science/RePEc/wpstorage/1999-56.pdf
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    Cited by:

    1. Ali Alami & Eric Renault, 2001. "Risque de modèle de volatilité," CIRANO Working Papers 2001s-06, CIRANO.

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