Pages that link to "Item:Q1206609"
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The following pages link to A nonlinear time series model and estimation of missing observations (Q1206609):
Displaying 17 items.
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Doubly stochastic models with GARCH innovations (Q654181) (← links)
- Random coefficient GARCH models (Q814261) (← links)
- Recent developments in volatility modeling and applications (Q955468) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- On some properties of autoregressive conditional Poisson (ACP) models (Q1046300) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Properties of a new family of volatility sign models (Q2458502) (← links)
- Fuzzy coefficient volatility (FCV) models with applications (Q2473222) (← links)
- Random coefficient volatility models (Q2483427) (← links)
- Forecasting volatility (Q2575551) (← links)
- Optimization methods in time series interpolation (Q4275714) (← links)
- SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS (Q4299038) (← links)
- A recursive approach for estimating missing observations in an univariate time series (Q4337253) (← links)
- Parameter Estimation in Conditional Heteroscedastic Models (Q4707029) (← links)
- Generalized least squares estimation of multivariate nonlinear models with missing data (Q4843821) (← links)
