Pages that link to "Item:Q534428"
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The following pages link to NM-QELE for ARMA-GARCH models with non-Gaussian innovations (Q534428):
Displaying 3 items.
- A note on Jarque-Bera normality test for ARMA-GARCH innovations (Q744734) (← links)
- Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005) (← links)
- A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models (Q5220713) (← links)