Minimum alpha-divergence estimation for arch models (Q3440738): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2005.00444.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2104986144
@@ Property / OpenAlex ID: W2104986144 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential-geometrical methods in statistics
@@ Property / cites work: Differential-geometrical methods in statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Q5662630
@@ Property / cites work: Q5662630 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating functions for nonlinear time series models
+Normal rank
@@ Property / cites work @@
+Efficient estimation in semiparametric GARCH models
+Normal rank
@@ Property / cites work @@
+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
+Normal rank
@@ Property / cites work @@
+Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
+Normal rank
@@ Property / cites work @@
+On the estimation of \(\beta\)-ARCH models
@@ Property / cites work: On the estimation of \(\beta\)-ARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical process of the squared residuals of an ARCH sequence
+Normal rank
@@ Property / cites work @@
+Q4084474
@@ Property / cites work: Q4084474 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation in nonlinear time series models
@@ Property / cites work: Estimation in nonlinear time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4779802
@@ Property / cites work: Q4779802 / rank @@
+Normal rank