Pages that link to "Item:Q1298944"
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The following pages link to Prediction via estimating functions (Q1298944):
Displaying 20 items.
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Mellin's transform and application to some time series models (Q469991) (← links)
- Joint estimation using quadratic estimating function (Q642439) (← links)
- Nonlinear recursive estimation of volatility via estimating functions (Q643388) (← links)
- Random coefficient GARCH models (Q814261) (← links)
- Random coefficient mixture (RCM) GARCH models (Q815363) (← links)
- Optimal estimating function for estimation and prediction in semi-parametric models (Q935460) (← links)
- Recent developments in volatility modeling and applications (Q955468) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- Smoothed estimates for models with random coefficients and infinite variance innovations (Q1765004) (← links)
- Inference for random coefficient volatility models (Q2231011) (← links)
- Generalized duration models and optimal estimation using estimating functions (Q2255169) (← links)
- RCA models with correlated errors (Q2371063) (← links)
- Forecasting volatility (Q2575551) (← links)
- Control Chart for Autocorrelated Processes with Heavy Tailed Distributions (Q2915310) (← links)
- NONPARAMETRIC ESTIMATORS FOR CENSORED CORRELATED DATA (Q4449038) (← links)
- A Note on the Filtering for Some Time Series Models (Q4677020) (← links)
- Parameter Estimation in Conditional Heteroscedastic Models (Q4707029) (← links)
- Inflation uncertainty and economic growth: evidence from the LAD ARCH model (Q5124748) (← links)
- Inference for some time series models with random coefficients and infinite variance innovations (Q5936766) (← links)
