A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171): Difference between revisions
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| Property / cites work: Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes / rank | |||
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| Property / cites work: Large Sample Properties of Parameter Estimates for Periodic ARMA Models / rank | |||
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| Property / cites work: Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models / rank | |||
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| Property / cites work: Estimating linear representations of nonlinear processes / rank | |||
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| Property / cites work: On periodic and multiple autoregressions / rank | |||
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Latest revision as of 13:11, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation |
scientific article |
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A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (English)
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14 December 2010
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