Pages that link to "Item:Q2506481"
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The following pages link to Ergodicity of Markov chains in an algebraic manifold: application to multivariate GARCH models (Q2506481):
Displaying 9 items.
- A closed-form estimator for the multivariate GARCH(1,1) model (Q391807) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages (Q2661315) (← links)
- ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS (Q3632412) (← links)
- LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS (Q5051517) (← links)
- MINIMUM HELLINGER DISTANCE ESTIMATION OF MULTIVARIATE GARCH PROCESSES (Q5204686) (← links)
- High-dimensional penalized arch processes (Q5861049) (← links)
- High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)