Anders Rahbek

Anders Rahbek

Professor

Member of:


    1. 2005
    2. Published

      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, p. 1-7.

      Research output: Working paperResearch

    3. Published

      Asymptotics of the QMLE for General ARCH(q) Models

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

      Research output: Working paperResearch

    4. Published

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

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

      Research output: Contribution to journalJournal articlepeer-review

    ID: 8883