Pages that link to "Item:Q5866068"
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The following pages link to <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068):
Displaying 4 items.
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- Spectral analysis for <i>GARCH</i> processes through a bilinear representation (Q6096159) (← links)
- Generalized autocovariance matrices for multivariate time series (Q6549228) (← links)
- On the \(p\)-dimensional system of nonlinear difference equations: \((K+2)\)-periodic solutions and convergence (Q6633234) (← links)
