A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2010.10.019
+Normal rank
@@ Property / OpenAlex ID @@
+W1969940256
@@ Property / OpenAlex ID: W1969940256 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Parameter Estimates for Periodic ARMA Models
+Normal rank
@@ Property / cites work @@
+Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models
+Normal rank
@@ Property / cites work @@
+Estimating linear representations of nonlinear processes
+Normal rank
@@ Property / cites work @@
+On periodic and multiple autoregressions
@@ Property / cites work: On periodic and multiple autoregressions / rank @@
+Normal rank