"Shrinkage Estimation of Linear Regression Models with GARCH Errors."

S. Hossain, Melody Ghahramani (2016)

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DOI: 10.2991/JSTA.2016.15.4.8

access: open

type: Journal Article

metadata version: 2022-08-11

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S. Hossain, Melody Ghahramani:
Shrinkage Estimation of Linear Regression Models with GARCH Errors. J. Stat. Theory Appl. 15(4): 405-423 (2016)

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