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APPLIED MATHEMATICAL SCIENCES

ISSN 1312-885X (print)       ISSN 1314-7552 (online)


J. Allal, M. Benmoumen
      Parameter estimation for ARCH(1) models based on Kalman filter
      Applied Mathematical Sciences, Vol. 8, 2014, no. 56, 2783-2791
      http://dx.doi.org/10.12988/ams.2014.43164

Copyright © 2014 J. Allal and M. Benmoumen. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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