Anders Rahbek

Anders Rahbek

Professor

Medlem af:


    1. 2005
    2. Udgivet

      A Note on the Law of Large Numbers for Functions of Geometrically Ergodic Time Series

      Jensen, S. T. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, s. 1-7.

      Publikation: Working paperForskning

    3. Udgivet

      Asymptotics of the QMLE for a Class of ARCH(q) Models

      Kristensen, D. & Rahbek, Anders, 2005, I: Econometric Theory. 21, 5, s. 946-961

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    4. Udgivet

      Asymptotics of the QMLE for General ARCH(q) Models

      Kristensen, D. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, s. 1-37.

      Publikation: Working paperForskning

    ID: 8883